Roles:
Analyst
Must-have skills:
Python
Considering candidates from:
Europe and Austria
Europe and Austria
Work arrangement: Onsite
Industry: Financial Services
Language: English
Level: Middle
Required experience: 4+ years
Relocation: Paid
Visa support: Provided
Size: 11 - 50 employees
Quantitative Researcher - Portfolio Management
Financial Services company
Vienna, Austria
Company
Our client is a technology-led hedge fund founded in 2015, passionate about collecting, cleaning, transforming, and storing data to feed trading strategies. Its data driven trading models utilize a variety of open-source technologies and multiple data sources, from vendor APIs to fleet of web crawlers running 24/7, to make trading decisions in the global markets. The firm manages assets on behalf of a diverse range of clients including pension plans, insurance companies, financial institutions, family offices, qualified individual investors, among others.
Description
Tasks:
This role sits in the Portfolio Management team. The team focuses on portfolio optimization, and qualitative and quantitative factors to determine the best opportunities such as trading venues, fungible assets, market liquidity, and execution time. The role entails the development of proprietary tools and the identification and measurement of emerging and key investment portfolio opportunities and risks.
- Research portfolio optimization methods
- Identify and measure portfolio opportunities and risk
- Source liquidity through alternate trading venues and fungible assets
- Research and develop new proprietary tools for the Portfolio Management Team
- Stay abreast of industry developments by reading papers and attending conferences
- Participate in the deployment of trading strategies and inclusion of new markets
- Analyze execution speeds and transaction costs
- Contribute to code libraries
Must-have:
- Bachelor’s or higher degree in computer science, math, physics, engineering, finance, economics, or other related quantitative/analytical field
- Experience with portfolio construction methods
- Experience in portfolio optimization and systematic trading, preferably in global futures, forwards, and options markets.
- Proficient in Python
- Knowledge of financial markets
- Excellent communication skills, self-starter, quick learner, positive attitude, and team player
Benefits and conditions:
- Trial period: 1 month
Interview process:
- Intro call with Toughbyte
- Call with Research Analyst
- Coderbytes challenge
- Call with Quantitative Strategist
- Call with Tech Lead