Quant Equity Blog

Head of Quantitative Product Management based in San Francisco

Position Summary

The Knowledge Management Product Team seeks a Manager for the Quantitative Product Manager function. The role leads a team that acts as a liaison between Research and Knowledge Management with particular emphasis on liaison with the IT Development team. The ideal candidate will have a background in financial engineering and programming languages as well as proven capabilities to manage complex requirements and to facilitate communication with a wide variety of stakeholders.

Responsibilities

The Head of Quantitative Product Management will:

• Lead Knowledge Management IT team to setup data feeds, data model and derived data.
• Design validation and transformation rules and mapping, manage exceptions and errors and the future needs for data and analytics in order to support investment strategy.
• Design and lead IT team to implement data models and data objects used in Firm’s applications and analytics.
• Interact with Research, Knowledge Management Product Managers, IT and Operations to provide knowledge and integrity of financial information to support investment strategies.
• Work directly with market data vendors to set-up and implement new data feeds or data models.

Experience & Education

• Minimum 10 years of relevant industry expertise, with 2-5 years experience working with analytics and financial models.
• Experience working with equity derivatives and equity data.
• Experience in re-engineering platforms.
• Knowledge and experience with the quantitative investment process of asset managers.
• Excellent analytic and problem solving skills.
• Demonstrated ability to deliver solutions.
• The ability to recruit, train, retain and develop a team is essential.
• Strong initiative and a thirst for knowledge.
• Strong interpersonal and communication skills.
• Master in Financial Engineering or PhD in a mathematical discipline is highly desirable.

The Head of Quantitative Product Management position will regularly interface with Researchers, Knowledge Management IT Developers, and Knowledge Management Product Managers. This role will also interface with market data vendors in conjunction with the product managers.

Technical Skills

Requires background in programming languages, such as:

• C/C++,
• Perl,
• SQL, etc.

Knowledge of programming languages will facilitate interactions with the IT team, but this role will not involve any development.

Key Competencies

• Technical Knowledge – programming languages; financial & data modeling; equity domain expertise
• Ability to Execute
• Creativity
• Initiative
• Problem Solving
• Ownership & Accountability

Contact

Stephanie Baglio
Director of Recruiting
Risk Talent Associates
sbaglio@risktalent.com
212.253.2353

posted by HDShea @ 12:44 PM 0 comments

Head of Quantitative Equity Research based in NYC

Folks: This is a new position posting passed along by Mike E. If interested, please contact the recruiter directly; contact details below.

Our client, a global investment management firm, is seeking a talented, innovative, senior quantitative professional with experience in a variety of equity strategies to lead the quantitative equity research team and play a senior role in the growth of the firm. The successful candidate will have substantial experience in conducting statistical analyses of investments, and determining tools, strategies and theories for adding Alpha to the various strategies. This individual will set the research agenda and will provide leadership of three analysts in a team-oriented environment. The entire team is measured entirely on Alpha generation. The team works side by side with portfolio managers, responsible for risk control and execution, and a technology group, responsible for maintaining databases and writing code. The position will report directly to the Global Head of Quantitative Strategies and is based in New York City.

The ideal candidate will possess the following:

1. A Masters Degree or above in Math, Finance, Economics, or related field (Quantitative Finance preferred). A CFA designation is preferred.
2. Strong verbal, written, analytical, and interpersonal communications skills. Experience in making presentations.
3. Strong leadership skills, ideally with prior experience in leading a group.
4. Seven to ten years experience in investment management, preferably with an emphasis on quantitative management strategies. An understanding of a wide variety of equity styles is preferred.
5. An innovative and proactive attitude towards and ability in generating Alpha
6. Grounding in quantitative methods of performance measurement and an understanding of both the theories and practical application of risk return estimation, portfolio optimization and the attribution of risk and return.
7. Proficiency with data analysis/statistics tools, high level programming (VB, C++, SQL), experience with Factset, Bloomberg API and/or other investment analytical tools.

Compensation will consist of a base, bonus, and an equity incentive program. Total compensation will be dependant on the qualifications of the successful candidate but is likely to range in the mid to high six-figures.

Gabrielle Parish
President
GF Parish Group
11566 Cedar Pass
Minnetonka, MN 55305
Ph +1 (952) 541-0613
fax +1 (952) 542-9425
gabrielle@gfparishgroup.com

posted by HDShea @ 12:57 PM 0 comments