Job offer
Quantitative Researcher & Portfolio Manager
The Quantitative Researcher & Portfolio Manager position at Vontobel in Zurich combines research and portfolio management by applying innovative machine learning techniques to financial markets to develop and manage systematic multi-asset strategies. The role comprises 70% research and strategy development and 30% portfolio management and operational tasks.
Job description: Quantitative Researcher & Portfolio Manager
Tasks
- Machine Learning Research & Strategy Development (70%)
- Development and refinement of systematic multi-asset investment strategies using advanced ML techniques
- Analysis of financial time series, macroeconomic data and alternative data sets to extract predictive signals
- Design, testing and optimization of models for forecasting, asset allocation and risk management
- Creation and maintenance of a scalable, Python-based research infrastructure and data pipelines
- Portfolio Management & Operations (30%)
- Support in daily portfolio operations, including trade execution, risk monitoring and FX attribution, portfolio analytics
- Preparation of reports for clients, including performance reviews, performance and risk attribution, portfolio analytics
- Coordination with operational, compliance and custodian banks to solve problems and ensure data accuracy
Requirements
- PhD in machine learning or econometrics/finance with a strong ML research focus
- Up to 3 years of relevant research experience or industry experience
- Strong knowledge of asset prices and global markets across all asset classes
- Expertise in time series analysis, statistical modeling and advanced ML methods (RNNs, ensembles, feature attribution, supervised/unsupervised learning)
- Experience with Python and data science libraries and cloud-based research pipelines
- Familiarity with portfolio management, trade execution and operational workflows is an advantage
- Proven ability to develop scalable research pipelines and backtesting frameworks
- Excellent analytical skills, attention to detail and adaptability in a collaborative, innovative and fast-paced environment
We offer
- Top location in Zurich with collaboration rooms (including roof terraces) and free lunch
- Friendly, diverse team in an open office with "dancing walls"
- All the latest technologies to support and advance your work
- Agile environment in our way of thinking, our way of working and our trust in each other
- Flat hierarchy with collaboration at all levels
- Campus atmosphere and collaborative spirit
Job details
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