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12 May 2016

Full-Time Senior Investment Strategies Quant

Finvex – Posted by Finvex Brussel, Brussel, Belgium

Job Description

Key Responsibilities

  • Apply quantitative techniques and models to portfolio/index construction with the development of new risk-based and factor-based Investment Strategies
  • Perform portfolio rebalancing on existing indices
  • Perform portfolio optimisation and programming in R
  • Production of back-testing and analyses
  • Perform quantitative research and regularly produce papers

Knowledge and Experience  (10 Years+ professional experience)

  • Solid experience in portfolio optimisation, quantitative investment strategies, portfolio modelling, construction and risk analysis
  • Analytical skills with specialised knowledge of Var and CVar calculations as well as other downside risk measures
  • Excellent knowledge across asset classes
  • Excellent programming skills (knowledge of R a plus)
  • Experience working with market data

The ideal candidate will have previous experience as a Senior Quant within a Fund Management House or as a Quant Structurer within an Investment Bank Custom Index Development Team.

How to Apply

Please send your CV to [email protected]

Job Categories: Other. Job Types: Full-Time.

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