Quantitative Portfolio Manager

Job Type: Permanent

Location: London

A world leading multi-billion-dollar investment firm is seeking to hire a Quantitative Portfolio Manager to build out their own desk in the heart of London. Your role would be to build your own desk and run a multi-million-dollar investment strategy. In this Quantitative Portfolio Manager role you have the amazing opportunity to take ownership of your own portfolio.

Key Responsibilities of the Quantitative Portfolio Manager include:

• Research, development and implementation and management of your own strategies
• Generating sophisticated algorithms and statistical models
• Opportunity to work in a pod/silo setting or to build out your own team

Key Requirements include:

• Experienced Quantitative Portfolio Manager
• Quantitative languages in either - MATLAB, Python or R
• Masters or PHD in scientific subject.
• Sharpe of 2 or more
• A proven track record
• PnL 5m +

Benefits:

• Global relocation available
• Healthy pension scheme

If you are interested in the Quantitative Portfolio Manager role, apply online today or contact Sam Sutcliffe at +44 20 3758 8866 for more information.

Quantitative Portfolio Manager

Job Type: Permanent

Location: London

A world leading multi-billion-dollar investment firm is seeking to hire a Quantitative Portfolio Manager to build out their own desk in the heart of London. Your role would be to build your own desk and run a multi-million-dollar investment strategy. In this Quantitative Portfolio Manager role you have the amazing opportunity to take ownership of your own portfolio.

Key Responsibilities of the Quantitative Portfolio Manager include:

• Research, development and implementation and management of your own strategies
• Generating sophisticated algorithms and statistical models
• Opportunity to work in a pod/silo setting or to build out your own team

Key Requirements include:

• Experienced Quantitative Portfolio Manager
• Quantitative languages in either - MATLAB, Python or R
• Masters or PHD in scientific subject.
• Sharpe of 2 or more
• A proven track record
• PnL 5m +

Benefits:

• Global relocation available
• Healthy pension scheme

If you are interested in the Quantitative Portfolio Manager role, apply online today or contact Sam Sutcliffe at +44 20 3758 8866 for more information.

A Leading global leading energy trading seeks front office risk Quant to work closely with the energy trading desks and head of front office risk to direct the London team's activities. The role will see you work closely with Senior Management, Quants and traders whilst working on a variety of risk and pricing models.

Responsibilities for this position:

• Advise Senior management on key risks held across the trading portfolio
• Design of risk methodologies
• Implementation of suitable risk control framework
• Provide Quantitative and qualitative market risk analysis
• Work closely with traders, challenging strategies and identifying new routes to profit

Skills / Attributes required for the role:

• 3+ years' experience in a Commodity trading house
• Experience in designing OR validating market risk methodologies
• Deep understanding of physical products
• Strong understanding of VaR and stress testing
• Ability to use Python or MATLAB

A Leading global leading energy trading seeks front office risk Quant to work closely with the energy trading desks and head of front office risk to direct the London team's activities. The role will see you work closely with Senior Management, Quants and traders whilst working on a variety of risk and pricing models.

Responsibilities for this position:

• Advise Senior management on key risks held across the trading portfolio
• Design of risk methodologies
• Implementation of suitable risk control framework
• Provide Quantitative and qualitative market risk analysis
• Work closely with traders, challenging strategies and identifying new routes to profit

Skills / Attributes required for the role:

• 3+ years' experience in a Commodity trading house
• Experience in designing OR validating market risk methodologies
• Deep understanding of physical products
• Strong understanding of VaR and stress testing
• Ability to use Python or MATLAB