About the Role:
We are seeking a skilled Quantitative Analyst to join our family office team, focusing on developing and implementing sophisticated hedging strategies for our equity investments. The ideal candidate will possess strong Python programming skills, experience with financial market databases, and a deep understanding of equity factor risks and risk premiums. Familiarity with hedging instruments is essential. This role requires staying abreast of the latest quantitative academic literature to inform strategy development. If you have a passion for quantitative analysis and a track record of working with price data to mitigate factor exposures, we would like to hear from you.
Key Responsibilities:
- Factor Risk Analysis: Identify and monitor factor exposures in the equity portfolio, such as value, momentum, size, and volatility factors.
- Hedging Strategy Development: Design and implement hedging strategies to mitigate undesired factor risks while maintaining desired exposures.
- Data Analysis: Work with historical and real-time price data to inform hedging decisions and portfolio adjustments.
- Programming: Utilize Python to develop models and tools for risk assessment and strategy implementation.
- Research: Stay abreast of academic and industry research related to factor investing and risk premiums to inform strategy development.
- Collaboration: Work closely with the investment team to integrate quantitative insights into the broader investment process.
Qualifications:
- Education: Bachelor’s or Master’s degree in a quantitative field such as Mathematics, Statistics, Computer Science, or Finance.
- Experience: Minimum of 5 years of experience in a quantitative role, preferably within asset management or a family office setting.
- Technical Skills: Proficiency in Python programming and experience with financial databases and data vendors. Advanced Excel skills.
- Knowledge: Strong understanding of equity markets, factor models, and hedging instruments.
- Communication: Ability to convey complex quantitative concepts to non-technical stakeholders.
Preferred Qualifications:
- Experience with portfolio optimization and risk management tools.
- Familiarity with academic research on factor investing and risk premiums.
- Knowledge of various hedging instruments and their applications in equity portfolios.
