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Supported Portfolio Manager

  • Location

    London

  • Sector:

    IT

  • Job type:

    Permanent

  • Salary:

    Competitive

  • Job ref:

    ET121122356

  • Published:

    11 days ago

  • Expiry date:

    2020-12-01

Role: Supported Portfolio Manager 

Location: New York, NY / London/ France

Salary: Competitive

 

Company Background

A fantastic opportunity to work with a leading systematic quantitative investment company which operates globally. We are a team of researchers, engineers, and financial industry professionals using statistical models to generate superior investment returns. The investment teams are supported by the firm’s proprietary, state-of-the-art technology and data platform. We are passionate about implementing scientific and mathematical methods to explore and solve problems in the global financial markets. 

 

Overview of the Supported Portfolio Manager (“SPM”) Program: 

The SPM Program is a differentiated multi-PM model designed to maximize the efficiency of the research process. SPMs work autonomously, receive discrete capital allocations and are rewarded with formulaic payouts, just like in a typical multi-PM setup. SPMs receive support from and do all of their research in the proprietary Compute Framework. The Compute Framework is the product of 5 years of research and development and provides SPMs with centrally developed tools and infrastructure that allow them to focus primarily on alpha research, reducing errors related to deployment and minimizing time and capital spent on support. Core capabilities of the Compute Framework include: 

- A data platform that eliminates look-ahead bias and minimizes risk of overfitting 

- A robust backtest engine which includes portfolio optimization and risk models 

- An execution platform for production trading that provides access to proprietary flow and improves execution quality 

- Full production workflow and trade support 

- A central trading desk that monitors and manages operational risk 

 

Job Summary: Supported Portfolio Manager 

The Supported Portfolio Manager will join the SPM business, which is a central component of the firm’s long-term strategy. This is an ideal opportunity for an exceptional researcher with an outstanding academic and professional track record or a passionate portfolio manager who is hoping to focus primarily on alpha research and less on other aspects of the monetization process. 

This is a risk-taking position with responsibilities that include: 

- Constructing proprietary systematic trading strategies with a particular emphasis on the alpha development step of the quantitative investing workflow. 

- Implementing a portfolio of independently developed strategies with support from the Compute Framework, infrastructure and risk management teams. 

- Controlling portfolio risk within an agreed upon limit structure. 

- Partnering with the Head of the SPM Program to evolve the Compute Framework. 

 

Required Skills, Qualifications and Experience: Supported Portfolio Manager 

- Quantitative equity experience as either a senior researcher or PM. 

- Undergraduate degree from a leading university in a quantitative or scientific field. 

- Excellent programming skills to support strategy research and portfolio implementation. 

- Passion for identifying and extracting inefficiencies across markets. 

- Self-motivated and capable of working autonomously. 

 

Preferred Skills, Qualifications and Experience: Supported Portfolio Manager 

- Prior track record of independently trading a systematic book and managing portfolio risk. 

- Advanced degree in a STEM related field.