Portfolio Management Director

Vor 2 Tagen


Baar, Zug, Schweiz MCP (Switzerland) GmbH Vollzeit
Job Description

This challenging role involves developing and maintaining statistical arbitrage strategies to drive portfolio growth.

The ideal candidate will have a strong background in quantitative research and experience working with data analysis techniques, including linear algebra, logic, probability, statistics, and optimization methods.

Key Responsibilities:
  • Develop and optimize risk/reward ratio of portfolios;
  • Analyze predictive mathematical models and develop algorithms to combine them into a portfolio generating statistically significant returns;
  • Stay up-to-date with the latest quantitative research trends in both academia and industry;
  • Evaluate and allocate capital to strategies targeting optimal value-added to the company portfolio.
Requirements:

A Master's or higher degree in Computer Science, Statistics, Operations Research, or a related field is required. The successful candidate will also have at least 5 years' experience as a Regional Research Director, Vice President, Research, Senior Quantitative Researcher, or in a similar position.

Experience must include working with Portfolio Managers and Researchers on alpha signal combination research and development, using data APIs for trade execution, and applying advanced statistical modeling techniques, including machine learning, regression, and multivariate statistics.

Prior experience with programming languages such as C++, Python, Matlab, or R, as well as SQL, is essential. Additionally, knowledge of equity, futures, and currency markets is necessary. A good understanding of Linux operating systems is also desirable.


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