-
Job Description
We are seeking a Quantitative Portfolio Manager to work within the quantitative investment team of Mediolanum, managing a range of strategies across different regions, sectors and style focuses.
Key Responsibilities:
- Portfolio management of funds in line with mandates and strategy objectives; portfolio construction, optimisation & rebalancing
- Lead research into quantitative studies with the aim of improving strategy returns
- Develop & Improve models employing a range of financial techniques and data
- Assist with the development of the team's quantitative infrastructure & research tools
Requirements:
- 5+ years of relevant experience
- Advanced degree (3rd level and/or postgraduate) in a technical discipline such as quantitative finance, statistics, computer science, mathematics, physics, or engineering
- Demonstratable experience of implementing ideas in practice with knowledge and/or exposure to various asset classes such as Equities, Fixed Income, FX
- Coding: experience of coding with Python, Matlab, R or similar
- Data: experience working with financial data such as company fundamentals, market data, sentiment, etc. Knowledge of relational databases such as Snowflake, MS-SQL a plus
- Team player and ability to effectively communicate quantitative topics and concepts
About the Role:
The Quantitative Portfolio Manager will be instrumental in the research, development, and continuous improvement of the firm's existing strategies as well as in development of new ones. On a day-to-day basis, you will contribute towards investment discussions and be actively involved in the portfolio management process of our quantitative portfolios.