Investment Strategy Index Quant Research- VP

Recruiter
Morgan McKinley
Location
London, United Kingdom
Salary
Competitive
Posted
24 Jul 2022
Closes
08 Aug 2022
Ref
16013987
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Job Summary
  • London
  • Permanent
  • BBBH823184
  • Jul 22, 2022
  • Competitive

Job Description
Global index research group seeks a VP level Quant Researcher as part of its expanding New Product Development team to carry out analytical research

The Index Research New Product Development (NPD) team is a global client-centric research group with a broad mandate to carry out analytical research to enhance existing indexes and develop new index methodologies. New index methodologies include those designed for flagship products as well as for index solutions customized for client needs. This responsibility spans all Factor, Thematic, Market Access, Climate and ESG Indexes in both equity and fixed income. The team is currently based in London, Mumbai, Monterrey, Toronto, Singapore and Shanghai.

The Index Research NPD group uses a range of analytical tools and methods to investigate new index ideas across asset classes, carry out research and simulations to turn these ideas into new methodologies, conduct client consultations, and launch new indexes through A world class index production platform.

The group works closely with other groups within research (Analytics, ESG) and across the firm (data, technology, product, coverage) to implement the NPD index research agenda and benefit from the substantial resources and expertise available within the global organization.

Your key responsibilities

The successful candidate will be based in London and will be expected to drive new index research projects from initial concept through research, development, consultation and successful production implementation. The candidate
  • will carry out extensive back testing, research and analysis of investment strategies using historical market data, factor models, thematic exposures, ESG & climate risk characteristics and portfolio construction tools to build new indexes and generate investment insights.
  • will work with other members of the global research teams to write research papers and blogs on thematic investment strategies and
  • The candidate will also work closely with clients to refine new index ideas, so they meet the clients' investment challenges, whether for financial products or segregated mandates.

Your skills and experience that will help you excel
  • Understanding of investment process in different asset classes (e.g. equity, fixed income, currency etc.), investment styles such as factor investing, ESG-based investments and thematic investing etc.
  • Familiarity with quantitative investment approaches such as portfolio optimization, long/short, leveraged positions etc. is an advantages
  • Highly developed hands-on analytical and quantitative skills (e.g., time series and cross-sectional analysis) and extensive practical experience with statistical and database packages (preferably Python, SQL, MatLab).
  • Familiarity with institutional investment practices, buyside portfolio management concepts or sell side quantitative structured products required
  • Familiarity with investment research, data vendors such as Refinitiv and FactSet as well as providers of alternative data; and risk and portfolio management systems
  • Experience of writing technical and research reports
  • Excellent interpersonal, communication and presentation skills
  • At least 5 years of relevant experience e.g., analytical research, investment management, portfolio strategy etc)
  • Bachelor's/Master's Degree in finance, econometrics, science/engineering or another quantitative or analytical subject; CFA, CAIA or FRM is an advantage
  • Ability to work in other European languages (e.g. French, German) would be a strong advantage

Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative.

BY APPLYING FOR THIS ROLE YOU ARE AGREEING TO OUR TERMS OF SERVICE WHICH TOGETHER WITH OUR PRIVACY STATEMENT GOVERN YOUR USE OF MORGAN MCKINLEY SERVICES.

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