Your Responsibilities:
- Contribution to quantitative research projects
- Back-testing of index strategies
- Writing of research papers around existing and new indices
- Screening of cutting edge academic literature as well as of practitioner journals to support development of new concepts and the academic foundation of research papers
- Generate new product ideas by actively seeking market feedback from asset managers, asset owners and structuring desks
- Analysis of industry wide trends to identify new index concepts and data sets
- Presentation of results to internal service lines and clients.
Skills and Qualifications:
- Advanced university degree in natural sciences or financial engineering with strong quantitative inclination
- Minimum of 3-5 years work experience in financial markets (e.g. asset management, product development or consulting)
- Passionate and enthusiastic about creating new ideas and driving innovation
- Hands-on pragmatic attitude
- In-depth knowledge of data processing rules and techniques for creation of quantitative investment strategies
- Programming/scripting languages and applied experience dealing with financial data using Python or Matlab will be an asset
- Ability to adapt quickly to new topics and themes in areas outside of previous experiences
- Excellent communication and presentation skills
- Strong team player willing to cooperate with colleagues across multiple office locations
- Very strong English language skills (additional languages are a plus)
- Willingness to travel.
Source: for more information click here.
