Portfolio Optimisation and Investment Analytics – a newly created role at an award winning Equity Hedge Fund – £75k-£95k Portfolio Optimisation and Investment Analytics –  …

O'Connell Resourcing
in London, England, United Kingdom
Permanent, Full time
Last application, 14 Jun 19
£75k-£95k
O'Connell Resourcing
in London, England, United Kingdom
Permanent, Full time
Last application, 14 Jun 19
£75k-£95k
Our client, a multiple award winning hedge fund with several hundred million in assets is looking to bring on board a bright and technology driven individual to better leverage data within the business. The primary aim is to assist the portfolio management team in their investment decisions. This is a newly created position so there is lots of scope for this person to build out this role with their own ideas.

This role would be well suited to a self-starter from potentially a risk, equity research or date science background who is looking to utilise their natural problem solving skills and technical capabilities in a dynamic and entrepreneurial environment.

Role and Responsibilities:

  • Work directly with CIO and sector heads to enhance the portfolio management framework and individual stock picking (long and short), through developing analytical tools and quantitative methods that can be applied to both internal and external data sets
  • Portfolio Management – Data & Performance Analysis:
    • Develop tools to help optimise portfolio construction through scenario analysis and back-testing
    • Maintain and improve access to performance data
    • Enhance tools to analyst the fund’s historical performance
    • Enhance Risk Management tools
  • Long and Short stock picking
    • Develop analytical tools to support the fundamental, bottom-up investment process led by the sector heads
    • Identify and analyse external data sets that show correlation with the underlying stock, in order to strengthen (or weaken) the fundamental investment case, and add precision to the entry/exit of positions

Their ideal candidate should:

  • Hold a numerical degree from a leading University
  • Have a number of years’ exposure working within equities
  • Possess a quantitative background, which could be from:
    • A CFA / Actuarial education
    • Quantitative research / development experience
    • A Risk Management environment
  • Hold soft developer skills and the ability to program in:
    • Python
    • VBA
    • SQL
  • Database construction and management experience
  • Personality fit to work in a lean and close knit team
  • Additional skills include:
    • Knowledge of Statistics/Econometrics/Time Series Analysis
    • Experience with quantitative/computational methods for financial application
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