Quantitative Strategist/Developer

  • Highly competitive base salary with bonus
  • Amsterdam, Hollande-Septentrionale, Pays-Bas
  • CDI, Plein-temps
  • Anson McCade
  • 14 nov. 17 2017-11-14

My client is a leading, research driven asset manager offering a range of active investments across asset class. They have a world class quant group, focusing primarily on equity and credit factors. They are looking to invest in their research capabilities by building a platform to further enhance their research capabilities, including new data sources and machine learning, across all asset classes.

Quantitative Strategist/Developer

Job Summary & Responsibilities

My client is a leading, research driven asset manager offering a range of active investments across asset class.  They have a world class quant group, focusing primarily on equity and credit factors. They are looking to invest in their research capabilities by building a platform to further enhance their research capabilities, including new data sources and machine learning, across all asset classes. 

 

They are looking for candidates who can bridge the gap between research and technology. That could be a quant researcher with a strong interest in infrastructure and software development (e.g. using Python, Hadoop) or a strong (quant) developer with research experience, or a hands on data scientist/engineer looking to apply his skills to investment research.

 

They are looking for individuals who have strong quantitative skills as well as a solid background in economics, finance, mathematics, computer science, or other quantitative disciplines to join the team.  The team develop quantitative models, methods and analytical tools for the construction and management of portfolios and funds.  The team work alongside portfolio managers, researching and implementing new trading strategies and improving existing ones. The team is also responsible for the infrastructure used in the research, development, execution and monitoring of the strategies.

 

Role

 

  • Design, develop, and maintain a world-class, high-performance investment management platform
  • Develop efficient, robust quantitative research and portfolio management tools that can be leveraged across different investment teams
  • Conduct research in quantitative investment models and portfolio construction techniques for active beta strategies; deliver presentations on research conducted

Basic Qualifications

  • Strong analytical and problem solving skills, with a degree in a quantitative discipline
  • Programming expertise; ability to transform concepts and ideas into robust software – Particularly interested in:  Python (especially pandas, also scikit-learn), Hadoop (Spark), SQL, Matlab, R
  • High degree of attention to detail and ability to manage complex processes
  • Familiarity with financial markets and quantitative investment approaches
  • High degree of motivation and commitment