Vice President, Quantitative Portfolio Management

Tasks

• Analyze performance and risk factor contributions
• Calibrate model parameters
• Develop and maintain mathematical computer models
• Evolve process to manage emerging factors
• Generate portfolio rebalance and trade lists
• Identify and monitor factor exposures
• Improve model design and portfolio construction
• Monitor event risks
• Perform research and simulation to validate models
• Predict security returns and construct portfolios
• Propose security selection strategies

Perks/Benefits

• Comprehensive healthcare
• Flexible time off
• Retirement plan
• Support for working parents
• Tuition reimbursement

Skills/Tech-stack

AWS | Azure | BigQuery | Database systems | Distributed Computing | GCP | Intraday Market Data | Intraday market | Machine Learning | Market Data | Market Microstructure | Python | Redshift | SQL | Statistical Analysis | Unix