Introduction

Our PortfolioStrategy & Risk Group (PSRG) actively guides the firm's investmentactivities and drives sustainable returns, while protecting the portfolio andthe institution. The group actively explores overlay and alternative portfoliostrategies to enhance our portfolio returns.

TheQuantitative Strategy team is a part of PSRG and supports it activities through 3 key areas:

• Building a recurring income portfolio, 
• Quantamental investing to complement the firm’s fundamental bottom-up investing; 
• Alpha generation and portfolio construction, where the team looks at a number of strategies to enhance risk-adjusted portfolio returns.

Responsibilities

The rolewill be focused on the “Quantamental investing” workstream. The candidate willbe working on 3 key areas:

• Signal research: leveraging traditional/quant and alternative datasets with a focus on searching for alpha positive ESG factors
• Portfolio construction: assisting the team in applying techniques to forecast stock alphas from individual signals and then further translating these into portfolio weights (accounting for systematic risk, stock-specific risk, and where alpha is expected to be generated)
• Monitoring the execution of that portfolio and providing insights into performance drivers, with actionable feedback into improving upstream processes of portfolio construction and execution

Requirements

• Graduating Masters or PhD candidate in a quantitative field (such as Financial Engineering or Masters/Phd in quantitative subjects like statistics, math, hard sciences with a demonstrated applications/analyses in Finance)
• 2-4 years of prior work experience in finance (sell-side or buy-side experience will be considered). Preference for prior experience in quantitative investing at buy-side firm.
• Programming (python preferred) and statistics skillsets are required
• Candidates with experience in portfolio optimisation techniques (convex optimization) and equity factor models and risk systems (Barra/Axioma etc.) will have an advantage