Senior Quant Straegist

7 days left

Tilney Smith and Williamson
London, United Kingdom
30 Apr 2022
30 May 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Job Purpose

TSW provides discretionary and advisory investment management services to £56bn of private client and institutional assets. The investment process is based upon the firm's core expertise in asset allocation, security selection and portfolio construction. ESG is embedded within the practitioner-led investment process.

The newly created Senior Quant Strategist role will provide quant analytic leadership to support the most impactful areas of TSW's investment process. Working within a cross functional Quant Group, the primary focus will be asset allocation and portfolio construction. Secondary focus areas will include specific project work and will grow In line with TSW's ambition to grow the Quant capability,

Key Responsibilities

  • Lead role in Quant Asset Allocation Modelling to support the Asset Allocation Committee
  • Lead role in Quant Portfolio Construction to support the SAA and TAA model portfolios
  • Work collaboratively with colleagues to incorporate ESG and climate considerations in portfolios
  • Generation of relevant and realistic alternate scenarios and stress tests for portfolios
  • Generation of management information on key drivers of risk and return and effectiveness of processes
  • Lead role in defining required datasets and toolsets to support quant processes
  • Work collaboratively with other teams to improve existing processes and extend quant approaches to other areas of investment process in due course
  • Develop and maintain excellent relationships with internal stakeholders including in Asset Allocation, Strategy, Risk, Direct Investment, Collectives Investment and Responsible Investment.
  • Work collaboratively with colleagues to build out the team/functions
  • Working with other quant colleagues, lead by example to ...
    • Promote transparency of process
    • Promote best practice development, deployment and maintenance of code base
    • Engage with industry bodies and stay abreast of industry developments

Key Skills and Experience

  • Proven knowledge of statistical computing languages and databases (Python, R, Matlab, SQL etc)
  • Proven track record in developing Asset Allocation quantitative models and model portfolios
  • Experience in an asset management, wealth management or consulting role
  • Experience with external risk management or portfolio construction systems is a positive
  • Experience managing a small team is a positive
  • Strong verbal and written communication skills, with the ability to listen and to persuade
  • Strong analytical skills, with the ability to manipulate and analyse large data sets from multiple sources
  • Excellent attention to detail
  • Able to work well as part of a team as well as autonomously
  • Able to prioritise and manage multiple workstreams

Professional Qualifications and Education

  • Degree in Finance related and/or Quantitative subject
  • CFA / FRM desirable but not required

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