Senior Quantitative Portfolio Manager – (SQPM 801/14)
Posted in Sales – Marketing – PR

Due to business expansion, our client is looking for a professional with:


Roles and responsibilities:

– Participate in the development of quantitative systematic equities strategies

– Responsibility for the performance of those strategies. Ensure that risk-return characteristics of the strategies are consistent with objectives

– Effectively manage the portfolio’s risk characteristics

– Oversee portfolio changes, model additions, and new strategy developments and verify execution of model changes

– Analyze transactions effectiveness and participate with the Execution team in the further enhancement of the state of the art proprietary execution platform

– Marketing participation as the portfolio management specialist, including presentations to investor base

– Reporting to and working with the Investment Committee on investment strategy objectives

– Participating in the recruitment, staff development and mentoring of staff in Portfolio Management and related areas

Position Requirements:

– Knowledge of Russian and English language is a must

– PhD in mathematics, engineering or quantitative discipline

– Minimum 7 years experience in quantitative portfolio management

– Experience with modeling and configuration of large scale problems

– Statistical arbitrage, control theoretical or signal processing background

– High frequency systems

– Strategy development

– Outstanding programming and development skills in Java, C/C++, MATLAB
and other modeling languages

If you are interest for the position, you can send your CV at the hr department of Manager’s Office via email

Noting the position code.



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