SENIOR QUANT ANALYST – ALTERNATIVE INVESTMENTS (360)

Our client is a large Alternative Asset Management firm with a dedicated Quantitative Research team.

We are looking for a Senior Quantitative Analyst to supports the investment approval process through a detailed quantitative analysis of cross-asset investment opportunities.

Job description:

  • Take gradual ownership of the Quantitative Due Diligence process, performing statistical studies of alternative and systematic investment strategies (hedge funds, commodities, cross-asset risk premia products, etc.)
  • Perform an in-house replication of prospective investments in cross-asset systematic/risk-premia strategies to assess strategy robustness and back-test quality
  • Conduct portfolio impact scenario analyses to measure the added-value potential of proposed investments
  • Strengthen the quantitative support provided to Portfolio Managers and perform ad-hoc on-demand statistical studies, with a specific emphasis on alternative and systematic investments
  • Support the research and development efforts around market indicators, machine-learning applications and the implementation of innovative techniques related to investment and portfolio analysis
  • Participate in the development and improvement of dedicated reporting and quantitative analysis tools
  • Provide support to Portfolio Managers in need of quantitative analysis and statistical inputs to the investment management function

Required Profile:

  • 5-7 years’ experience in quantitative analysis and research, quantitative asset management or quantitative risk management
  • Excellent knowledge of alternative investments (hedge funds, commodities, cross-asset risk premia products) and a sound understanding of financial derivatives
  • Strong comprehension of technical and financial quantitative practices within the investment management industry and good understanding of risk factors
  • University degree or equivalent in Finance, Economics, Engineering, Mathematics or Physics
  • Solid financial and economic knowledge (CFA, CAIA or equivalent)
  • Excellent computer literacy and proficiency in mathematical software (Matlab/Python). Ability to handle SQL queries is certainly a plus
  • Capable of working independently towards clearly defined objectives
  • Willing to learn
  • Excellent presentation skills, open communication and positive attitude contributing to creating a constructive team spirit
  • Fluent in English both spoken and written

Apply Online

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