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 info@managersoffice.ru
Noting the position code.