Quantitative Equity Portfolio Manager – San Francisco

  • Competitive
  • San Francisco, CA, USA
  • Permanent, Full time
  • Octavius Finance
  • 10 Oct 17 2017-10-10

A Multi-Billion Dollar Global fund is currently in the midst of setting up a new team in San Francisco. The firm is already invested heavily in Quant and manages multiple investment strategies and portfolios, ranging from long-only equity, fixed income, credit, commodity, FX strategies, to multi-asset long-short. The team’s objective is to generate alpha, using quantitative models that combine data, technology, and advanced analytics.

This role will join their already established quantitative equities team as a senior Quantitative Researcher/ Portfolio Manager. The successful candidate will play a leadership role in researching, designing, and implementing multi-factor models to be implemented in global equity portfolios.

Key Responsibilities include:

• Design and develop orthogonal equity factors/signals to aid return prediction

• Implement and develop multi-factor models in the areas of stock selection, portfolio construction and risk modelling

• Perform return forecasting utilizing both equity and macro factors

• Work with large datasets and conducting statistical/financial analysis

• Work with execution team on optimal execution of trading strategies and analysis

• Monitor and manage portfolios on a day to day basis

Requirements

• A graduate degree (Ph.D./ MS) with a strong record in a quantitative discipline – ie engineering, computer science, and applied sciences. Background in Financial Engineering, mathematics, and statistics would be viewed favourably.

• Experience in statistical modelling and machine learning methods to develop robust predictive models.

• At least 8-12 years’ experience in quantitative equity research and portfolio management. Strong experience in Emerging Markets / Asia would be a plus.

• Strong understanding and experience in equities and equity derivatives. Experience in multi-asset would be a plus.

• Experience / background in global macro and experience integrating top down research/signals with bottom-up would be ideal

This is an excellent opportunity to join a team who a well-regarded, have strong performance across their Global business and are currently expanding within systematic strategies.

In order to apply please send your CV in WORD FORMAT to careers@octaviusfinance.com or call 02080044029

Interviews have already begun to take place.