AVP - Quantitative Investment Strategist - GSC

AVP - Quantitative Investment Strategist - GSCs

Principal Accountabilities:

Key activities and decision making areas

Systematic Trading Strategies:

- Develop, implement, and maintain a range of predictive signals across key macro markets and asset classes, including equity indices, FX, rates, credit, commodities, and volatility markets.

- Develop full quantitative trading strategies based on above signals with reference to global macro markets (futures, forwards, options), owning all aspects of systematic risk management, position sizing and rebalancing.

- Provide regular updates and interpretation across a range of market dashboards, signals, and indicators.

- Fully automate the entire workflow in relation to team's existing strategies. Incorporate new ones into production on an ongoing basis.

- Support related product launches via structured products, UHNW solutions, and QIS.

- Support production of our publications such as The Monthly View, The Big Picture, the Quarterly Investment Outlook.

Typical KPIs and Targets:

- Feedback from Functional Manager

- Feedback from Global CIO

Customers / Stakeholders:

- Head of Asset Allocation

- Global CIO team

Typical KPIs and Targets:

- Feedback from Functional Manager

- Feedback from Global CIO

- Leadership & Teamwork

- Strong team-player

Typical KPIs and Targets:

- Feedback from Functional Manager

- Feedback from Global CIO

- Operational Effectiveness & Control

- Be able to work collaboratively and keep colleagues up to date

- Be able to work under pressure and meet deadlines

- Sense check all inputs and outputs and flag any discrepancies early

Typical KPIs and Targets:

- Feedback from Functional Manager

- Feedback from Global CIO

Major Challenges:

- Ability to productionise existing jupyter notebooks

- Having strong software development skills (python, SQL, pandas, etc), quantitative skills (portfolio optimisation, data analysis, feature engineering), and visualisation skills (seaborne, matplotlib, etc).

Role Context:

The Global CIO team is responsible for formulating and communicating the investment view to client base. Evidence-based investment ideas, signals and strategies are crucial for the robustness and relevance of our investment strategy.

Management of Risk:

The candidate needs to be aware of Operational Risk associated with the role and acts in a manner that takes into account operational risk considerations. The SAA model is subject to Group Independent Model Review, and as such its use needs to meet all relevant standards.

Observation of Internal Controls:

- Maintains internal control standards, including timely implementation of internal and external audit points together with any issues raised by external regulators.

- Understands the Operational Risk scenarios associated with the role and act in a manner that takes account of operational risk considerations.

- Understands, follows and demonstrates compliance with all relevant internal and external rules, regulations and procedures that apply to the conduct of the business in which the jobholder is involved, specifically Internal Controls and any Compliance policy including, inter alia, the Group Compliance policy.

Qualifications - External:

What you will need to succeed in the role:

The ideal candidate will have:

- Three to ten years of experience in a relevant role.

- Strong programming skills in Python and SQL as a minimum.

- Demonstrated knowledge of financial economics, asset pricing and derivatives pricing theory and practice

- Experience with Bloomberg PORT desired but not necessary.

- Ability to apply standard portfolio construction methodologies (mean-variance-tracking-error, risk parity, multi-period optimisation, convex programming, etc.)

- Outstanding attention to detail.

Qualifications:

- Post-graduate degree in science or engineering.

- CQF or FRM qualification desired but not essential