Vice President, Portfolio Management

Vor 6 Tagen


Baar, Schweiz MCP (Switzerland) GmbH Vollzeit
1. Primary Responsibilities: • Develop and maintain statistical arbitrage strategies for own portfolio; • Analyze predictive mathematical models (alphas) produced by researchers and develop algorithms to combine the alphas into a portfolio generating statistically significant returns. • Construct new algorithmic trading strategies using predictions developed by researchers; • Optimize risk/reward ratio of portfolio of own strategies; • Apply filtering techniques to predictive signals in order to filter out random noise; • Manage day to day evolution of strategies in response to changes in the market environment; • Stay on top of the latest quantitative research trends in both academia and industry; and • Evaluate and allocate capital to strategies, targeting optimal value-added to the company portfolio.

2. Position Requirements: • Master’s or higher in Computer Science, Computer Engineering, Electronic Engineering, Statistics, Operations Research, or in a closely related quantitative field. • 5 years’ experience as a Regional Research Director, Vice President, Research, Senior Quantitative Researcher, Quantitative Researcher, or in similar position(s), which must include: o Experience working with Portfolio Managers and Researchers on alpha signal combination research and development. o Experience using data API for trade execution to implement trading strategies individually developed, across major exchanges throughout the United States, Europe, and Asia. o Experience must include mathematical maturity, and the application of data analysis, linear algebra, logic, probability, statistics, and optimization techniques; o Experience applying advanced of statistical modeling techniques, including machine learning, regression, and multivariate statistics; o Programming experience in C++; Python; Matlab or R programming languages; and SQL; o Must have a good understanding of equity, futures, and currency markets; o Experience with Linux operating system.

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