Data-Driven Portfolio Specialist
3 days ago
Key Responsibilities
- Collaborate closely with portfolio managers and quantitative researchers to develop and implement trading strategies that drive performance and minimize risk.
- Design and build robust backtesting frameworks to evaluate and refine strategies, ensuring they are scalable and reliable.
- Optimize portfolio construction and risk management processes to enhance returns and mitigate losses.
- Develop and maintain efficient data pipelines for seamless data ingestion, processing, and analysis.
- Utilize advanced data analytics to uncover insights and inform decision-making, driving business growth and innovation.
- Evaluate and ensure the reliability, accuracy, and performance of quantitative models and tools, protecting our clients' interests.
Ideal Candidate Profile
- Proven experience as a Quant Developer or in a similar role within a hedge fund, asset management firm, or proprietary trading environment.
- Strong technical expertise in Python or C++ (experience with both is highly desirable).
- Demonstrated experience in data analytics, data pipeline development, and working with large datasets.
- Solid understanding of quantitative finance concepts, including portfolio optimization, backtesting, and risk management.
- Excellent communication skills, with the ability to collaborate effectively with both technical and non-technical stakeholders.
- A proactive, problem-solving mindset with a focus on delivering high-quality results.
Why Join Us?
- Work alongside some of the brightest minds in the industry at a globally recognized hedge fund.
- Contribute to the development of innovative strategies that shape the future of finance.
- Competitive compensation package with performance-based incentives.
- A dynamic, collaborative, and intellectually stimulating work environment.
- Opportunities for professional growth and development within a tier-one organization.
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