AVP - Quantitative Portfolio Strategy - BFS

Overall purpose of role

There are two aspects to this role: (a) To build, maintain and own the regular production of quantitative models and (b) to provide quantitative analysis support to senior QPS Analysts in London and New York. The candidate will be required to

1.Take ownership of quantitative models

2.Assist senior quant analysts to maintain model datasets used in monthly production process

3.Work on custom projects across multiple asset classes involving time-series analysis, statistical inferences analyzing large datasets

4.Monitor the automation of quant models, handle exceptions and act as a point of contact for Technology teams

5.Improve and maintain existing quantitative models, conduct quantitative analysis, empirical research on model related issues

Key Accountabilities:

- Take initiatives to improve quant libraries as maintaining high data quality is essential for research and smooth production of quantitative models

- Work closely with senior QPS Analysts in building research datasets for new projects

- Present analysis to senior stakeholders in a clear and concise manner

- Own and drive timely production of quantitative scorecards, signals etc by handling model production, monitoring automation jobs investigating and escalate to Tech support in case of job failures

- Provide guidance to developers and internal stakeholders on data related issues

- The candidate will be expected to have a critical eye on the established process/systems in order to question them in a positive, productive and efficient way.

- Stakeholder Management and Leadership

- This position sits within the Global Research function providing support to QPS Europe research and production activities.

- Decision-making and Problem Solving

- This hands-on role requires strong analytic skills to be able to understand and support model implementation and tools. The role requires good judgement in dealing both with short-term and longer-term projects with direct impact on the QPS data products and a strong drive to develop an in-depth understanding of QPS processes.