
Vice President
1 week ago
Our Portfolio Strategy & Risk Group (PSRG) actively guides the firm's investment activities and drives sustainable returns, while protecting the portfolio and the institution. The group actively explores overlay and alternative portfolio strategies to enhance our portfolio returns.
The Quantitative Strategy team is a part of PSRG and supports its activities through 3 key areas:
- Alpha generation and portfolio construction, where the team identifies, empirically tests, then proposes and (ideally) implements strategies to enhance risk-adjusted portfolio returns. Key strategies could involve a combination of asset allocation, style selection, security selection, and derivatives overlay, possibly in conjunction with regime identification (e.g. growth-inflation, growth-change in growth combinations, cluster analysis) frameworks, time series or cross sectional estimation, use of alternative data, or machine learning.
- Building a recurring-income portfolio from both equity baskets (balancing dividend yield, risk, and expected total return) and other asset classes, especially those with low equity correlation.
- Quantitative and Quantamental investing to complement the firm’s fundamental bottom-up investing. To systematically incorporate quantitative signals (from alternative data as well as more traditional quant/style/accounting metrics) to enhance returns on a fundamentals-driven portfolio.
**Roles & Responsibilities**
Key responsibilities will include the following:
- Supervise the further development of our bench of quantitative signals, to inform and improve our investment activities in listed equity, bond and commodity markets through various macro and market cycles.
- Take a leadership role in developing our sizable recurring income portfolio, built on generating a high and sustainable yield from a listed equities portfolio.
**Qualifications/Capabilities**:
- 7-10 years of prior work experience in finance, sell-side or buy-side experience will be considered
- Programming (python preferred) and statistics skillsets are required
- Prior experience in quantitative strategy or research
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