Quantitative Investment Strategies, Manager, Institutional Equity Division
Core
Design and maintain quantitative systematic equity and multi-asset index strategies, including back-testing, coding, monitoring, and performance reporting for institutional clients.
Role type
Senior Associate, Quantitative Investment Strategies (Index Development & Operations)
Builds
Quantitative systematic strategies and index products for institutional clients
Domain
Financial Services / Quantitative Equity & Multi-Asset Indices
Deliverable
production ML models | product features
Required skills
Python, R, Java, Back-testing, Index methodology, Performance attribution, Data analysis, Code refactoring, Scenario analysis
Preferred skills
Option Greeks, Derivative products (Swaps, Swaptions, Spread Options), Equity Derivatives markets, Marketing material writing
Technologies
Python, R, Java
Responsibilities
Back-testing and coding new equity and multi-asset index strategies; Developing processes to improve index support and standardize code; Monitoring complex indices daily and resolving calculation issues; Overseeing index rebalance processes for client strategies; Modifying existing live indices (cost structures, universe changes); Drafting index descriptions and launch forms; Producing performance, position, stress, and composition reports for clients; Conducting bespoke scenario and sensitivity analysis for clients.
