- Identify high-impact research and initiate, design, and implement systematic models and portfolio solutions to increase the convexity and robustness for different mandates across fixed income, currencies, and commodities.
- Manage existing multi-asset models and strategies in futures and forwards, by collaborating closely with the Global Trading Unit on optimal execution and pre-/post-trade analysis.
- Monitor market conditions and risk management of portfolios as necessary to stay ahead of changing trends and dynamics and contribute actively to the broader understanding and discussion of macro dynamics from a systematic lens.
What qualifications or skills should you possess in this role
- 3-7years of experience in quantitative research and portfolio management, preferably in a multi-asset role with demonstrated ability to generate and execute ideas/trades that are profitable and scalable;Rates, FX and Commodities.
- Experience in sourcing alternative and unique datasets is a plus.
- Bachelor's degree in finance, economics, statistics, or other related quantitative field from a leading university. Post Graduate degrees (MS/PhD) would be viewed favorably.
- Exceptional quantitative and analytical skills, with the ability to use data to research and backtest investment intuitions and hypotheses. Familiarity with portfolio construction methodologies and multi-asset risk models is a plus.
- Strong technical and coding skills. Proficiency in R or Python is essential.
- Strong communication skills, with the ability to influence and collaborate across teams.
- Self-motivated with a keen eye for detail and a commitment to delivering high-quality work.
