AVP - Quantitative Investment Strategist - Investment Bank

AVP - Quantitative Investment Strategist for a top investment bank

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.

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