Quantitative Investment Strategies, Manager, Institutional Equity Division
Core
Designing and maintaining quantitative systematic equity and multi-asset index strategies for institutional clients.
Role type
Senior Associate, Quantitative Index Development
Builds
Systematic equity and multi-asset index strategies
Domain
Institutional Equity, Quantitative Finance
Deliverable
production ML models | product features
Required skills
Python, R, Java, back testing, code refactoring, index calculation monitoring, performance attribution, scenario analysis
Preferred skills
Option Greeks, Derivative products (Swaps, Swaptions, Spread Options), Equity Derivatives markets, Structured Products
Technologies
Python, R, Java
Responsibilities
Develop new equity and multi-asset index strategies via back testing and coding; Improve index support processes through scripting and code standardization; Monitor complex indices daily and resolve calculation issues; Oversee index rebalance processes for client strategies; Modify existing live indices for cost structures or universe changes; Draft index descriptions and complete launch forms; Perform performance attribution of systematic strategies; Produce periodic performance, position, stress, and composition reports for clients; Conduct bespoke scenario and sensitivity analysis for clients.
Seniority
Mid-level IC (2-4 years experience)