Key Responsibilities:
Design and implement systematic portfolios that enable efficient overall portfolio construction
* Develop and apply data-driven investment strategies to optimize portfolio performance
* Lead research initiatives to enhance existing methodologies and develop innovative ones
* Provide strategic direction to the systematic investment team, focusing on the development of a robust quant investment process and infrastructure
Requirements:
* Significant experience in institutional asset management with a focus on quantitative analysis
* Proven expertise in building and applying large datasets and disciplined equity investment processes
* Experience in systematic equities portfolio construction with a strong understanding of market dynamics
* Excellent leadership and relationship management skills
* Strong attention to detail with a focus on delivering high-quality results
* Proficiency in Python programming language and familiarity with the Python data science ecosystem
* Relevant tertiary or postgraduate qualification in Finance, Economics, or Mathematics