Senior research Analyst/ Quantitative Researcher

  • Competitive
  • London, England, United Kingdom
  • Permanent, Full time
  • Axa Investment Managers - Emplois
  • 18 Oct 17 2017-10-18

The Research team is responsible for developing, maintaining, and enhancing the factor models, stock selection models, and strategies that we use to invest our clients’ assets. The Researcher will be a key member of AXA Rosenberg’s global research team. The position requires strong quantitative and communication skills as well as knowledge of fundamental investing and equity markets. They will contribute to the research code library and be proficient in coding in a number of languages. In addition will assist with data management and sign-off processes related to the research team.

~~Key Accountabilities
• Lead and initiate new research projects concerned with alpha and factor modelling, variable construction, and portfolio construction research projects. Provide a strong voice in discussions about existing and new research projects.
• Work closely with client portfolio management teams as required to meet client requests, and address ongoing product support through quantitative research and analysis.
• Support and initiative ideas within the strategies teams to monitor model performance, analyze model effectiveness, develop analytics, and consider potential enhancements as it relates to client portfolios and assigned strategies.
• Be closely connected with industry research and trends and share relevant material with the research and portfolio management teams to ensure that new ideas and models benefit from up-to-date thinking.
• Support and inspire fellow researchers and peers through detailed feedback and peer group reviews.

Role Requirements
Education/Qualifications
• Advanced degree in econometrics, mathematics, finance, economics, accounting, or similar degree
• Academic research experience and/or a PhD a plus
• CFA is a plus

Experience
• Independent demonstrated work on research projects. Academic and written papers a plus, with the demonstrated ability to communicate complex concepts easily.
• Sorting, cleaning, and working with large datasets. Pricing and fundamental datasets a must, while higher frequency data and macro datasets a plus. Enjoys getting their hands ‘dirty’ with data.
• Working with Matlab\SAS\Python\R or similar analytical packages is necessary experience.
• Programming in an object oriented language is a plus
• Knowledge of Eiffel a plus.


Knowledge and Skills
• Strong analytical and quantitative skills, including advanced econometric techniques, regression (linear and non-linear), and optimisation techniques for portfolio construction.
• Demonstrated knowledge of new signal development and testing, as well as implementation and optimisation methodologies.
• Knowledge of equity markets, including fundamental data sources. Knowledge and familiarity with alternate data, and big data sources is preferable.
• Strong programming skills in statistical and/or data focused languages.
• Databasing skills like SQL a strong plus.

Competencies
• Rigorous attention to detail
• Strong communication skills
• Ability to think critically about investment issues, and to enjoy solving problems
• Sound judgment – ability to make decisions with imperfect information
• Ability to keep a positive and productive attitude under challenging circumstances
• Self motivated - ability to follow projects through to completion
• Ability to work effectively in a team environment