||Senior Quantitative Portfolio Manager Cyprus
Senior Quantitative Portfolio Manager Cyprus
Our client a Global Portfolio Investment Company is seeking a dynamic Senior Quantitative Portfolio Manager.
This vacancy is based in Limassol, Cyprus but will also be supporting all entities around the globe, including London & New York.
This is an exciting opportunity for an energetic individual with a proven track record in quantitative portfolio management, particularly in index and currency futures, seeking to develop their career with a long term perspective, interest in meeting investors, and excited about guiding the work of impressive researchers in the development of quantitative trading strategies while making direct, significant contributions to the success of the investment strategies. If you feel that you would like to work in a leading-edge, dynamic organisation with a results oriented team of professionals this vacancy will suit you. Flexibility and willingness to travel is an essential requirement for this position.
The Quantitative Portfolio Manager will be responsible for enhancing the firm’s existing strategies, and developing new ones, through a highly disciplined quantitative approach, and overseeing trading and management of the futures and currency portfolios, including managed accounts. The job also requires meeting investors and potential allocators and attending conferences and marketing trips. Further, the position requires good leadership skills and the ability to work independently and drive results.
Participate in the development of quantitative systematic futures strategies. Responsibility for the performance of those strategies. Ensure that risk-return characteristics of the strategies are consistent with objectives. Effectively manage the portfolio’s risk characteristics.
Oversee portfolio changes, model additions, and new strategy developments and verify execution of model changes. Support and contribute to improving the investment process. Post-trade analysis, risk and return attribution, analysis.
Analyze transactions effectiveness and participate with the Execution team in the further enhancement of the state of the art proprietary execution platform.nges. es, and veriribution, proposal of improvement
Marketing participation as the portfolio management specialist, including presentations to investor base.
Reporting to and working with the Investment Committee on investment strategy objectives and the development and enhancement of those objectives and their implementation.
Participating in the recruitment, staff development and mentoring of staff in Portfolio Management and related areas.
The ideal candidate should possess the following attributes
Highly energetic, attention to detail, good judgment and project management abilities are critical
Strong organizational skills and the ability to work and facilitate multiple projects simultaneously
Ability to communicate effectively with senior management, other portfolio managers and clients is key to success
Strong methodical, problem solving and numerical reasoning skills are a must
Strategic, critical and analytical mind-set
Minimum 7 years’ experience as a Quantitative Portfolio manager, preferably in futures
Experience with modeling and configuration of large scale problems
Research with significant mathematical modeling content, data analysis and statistics
Thorough understanding of the Hedge Fund Industry
PhD in a quantitative discipline
Outstanding programming & development skills preferably including,
JAVA, C/C++, MATLAB plus any other modeling languages