Job Category : Portfolio Management
Job Industry : Financial Services
Our client, an asset management company specialized in quantitative investment strategies, wants to expand its Equity division in Frankfurt.
Responsibilities:
– Performance responsibility for benchmark-oriented and absolute- return equity funds
– Risk controlled implementation of the statistical forecasts in Global, European and Emerging Markets equity portfolios
– Trading of equities and equity derivatives
– Regular presentation of performance results in Investment Committee Meetings
– Support the Client Relationship Management e.g. attending Beauty Contests
– Idea generation, development and backtesting of quantitative investment strategies
– Optimization of forecasting models and tools based on company figures, historical price trends and macroeconomic data
– Portfolio construction and optimization
– Cooperation with other quantitative analysts and other portfolio managers, the execution desk and quantitative developers
Requirements:
– University degree / doctorate with a quantitative focus, such as physics, mathematics, industrial engineering, economics, econometrics or similar
– Several years of professional experience in an equity environment
– Fluent in German and English
– Strong analytical skills
– Great knowledge of IT- Tools and statistical packages e.g. SQL, Matlab, R, Eviews or SAS
– Team oriented work style and communication skills