AVP/VP, Quantitative Research Analyst, Exposure & Liquidity Research, Portfolio Exposure & Liquidity
Core
Develop quantitative tools, analytics, and research models to optimize equity beta portfolio management, liquidity, financing, and rebalancing within a sovereign wealth fund's Total Portfolio.
Role type
Senior quantitative research analyst (equity beta & portfolio implementation)
Builds
Quantitative research outputs, investment models, and decision analytics for portfolio managers
Domain
Asset management / Equity markets / Portfolio construction
Deliverable
production ML models
Required skills
Python, statistical modelling, back-testing, portfolio construction and optimization, equity index research, data analysis
Preferred skills
AI-assisted development tools, implementation track record, currency hedging expertise
Technologies
Python
Responsibilities
Develop quantitative tools to optimize equity beta exposure delivery; Propose research ideas and conduct data-driven analysis on index management; Partner with portfolio managers to translate research into implementation plans; Contribute to research on funding, hedging, and liquidity risk management
Seniority
Senior, hands-on IC