Sub-Pm Quantitative Equities Jobs

Project: Sub-PM

Asset Class: US Equities

Client: Multi-Strat Fund

Location: NYC

We are seeking a highly skilled and motivated Quantitative Sub-Portfolio Manager to join our mult-strat client based in NYC. In this role, you will work closely with the Portfolio Manager and contribute to the management and optimization of investment portfolios using advanced quantitative techniques. The successful candidate will have a strong background in quantitative finance, data analysis, and portfolio management - specific to equities trading.

Responsibilities:

• Model Development: Build, back-test, and refine quantitative models for asset allocation, factor investing, and other portfolio management strategies. Stay current with industry best practices and academic research to continuously improve model accuracy and performance.
• Portfolio Management: Assist the Portfolio Manager in designing, implementing, and managing investment portfolios that align with the firm's investment objectives and risk tolerance. Monitor portfolio performance, attribution, and risk metrics on an ongoing basis.
• Research and Strategy Development: Collaborate with the research team to develop innovative quantitative investment strategies. Identify and evaluate factors, signals, and data sources that could enhance portfolio returns and risk management.
• Risk Management: Contribute to the development and implementation of risk management strategies. Monitor portfolio risk exposure, stress testing, and scenario analysis to ensure alignment with risk limits and guidelines.
• Quantitative Analysis: Conduct thorough quantitative analysis of financial markets, securities, and investment strategies to identify opportunities and risks. Develop and refine quantitative models for portfolio optimization, risk assessment, and performance evaluation.

Qualifications:

• Strong programming skills in languages such as Python, R, MATLAB, or similar, for data analysis, model development, and implementation.
• Master's or Ph.D. in Finance, Mathematics, Statistics, Engineering, or a related quantitative field.
• Deep understanding of financial markets, asset classes, and investment strategies.
• Excellent analytical and problem-solving skills, with attention to detail and accuracy.
• Effective communication skills, both written and verbal, to convey complex concepts to diverse audiences.
• Ability to work collaboratively in a dynamic team environment and manage multiple tasks and projects simultaneously.
• Relevant professional certifications (CFA, FRM, etc.) are advantageous but not required.
• Experience with data manipulation, cleaning, and analysis using financial databases and tools.
• Proven experience 5+ years) in quantitative portfolio management - specific to equities.
• Familiarity with statistical techniques, machine learning, and data visualization is a plus.
• Familiarity with risk management techniques, portfolio optimization, and factor-based investing.