Quantitative Investment Strategies, Manager, Institutional Equity Division
Core
Design and maintain quantitative systematic equity and multi-asset index strategies for institutional clients, including back-testing, coding, and live index oversight.
Role type
Senior Associate, Quantitative Investment Strategies (Index Development & Maintenance)
Builds
Systematic equity and multi-asset index strategies 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 calculation logic, Performance attribution, Position reporting, Stress testing, Scenario analysis
Preferred skills
Option Greeks, Derivative products (Swaps, Swaptions, Spread Options), Equity Derivatives markets, Structured Products, Marketing material writing
Technologies
Python, R, Java
Responsibilities
Develop new equity and multi-asset index strategies via back-testing and coding; Monitor and resolve calculation issues in live complex indices; Oversee index rebalance processes for client strategies; Modify existing live indices for cost structures or universe changes; Draft index descriptions and launch forms; Produce performance, position, stress, and composition reports for clients; Conduct bespoke scenario and sensitivity analysis for clients.
Seniority
Mid-level (2-4 years experience), hands-on IC