Quantitative Investment Analyst

hace 2 días

Madrid, Madrid, España Robert Walters Spain A tiempo completo
{"h1":"Quantitative Investment Analyst in Asset Management","p":"We are looking for a Quantitative Investment Analyst to join our team in Madrid.

The successful candidate will be responsible for the methods and development of tools used for Strategic Asset Allocation. This will include typical requirements and constraints of an insurer, such as economic value generation, risk capital, liquidity, ESG, accounting and other aspects.

As a Quantitative Investment Analyst, you will further develop Asset Liability Management- and SAA-models to optimize group asset allocations and investment capital allocation while considering local legal entity considerations and constraints.

You will also develop new investment strategies for Tactical Asset Allocation, build quantitative models to identify investment opportunities and present results.

Requirements: Master's or PhD in maths, physics, engineering, econometrics, finance or similar with quantitative focus. 4 or more years of professional experience. CFA, FRM, CQF or similar and/or interest in working towards such. Essential are coding skills in R, Python, VBA and/or other coding languages. Experience in optimizing / documenting / organizing software and/or software governance frameworks. Experience / practical knowledge with / interest in applying quantitative models / Machine Learning methods to Finance. Examples are systematic trading strategies, risk models, stress tests, asset allocation, time series analysis, simulation, derivatives. Experience with information systems like Bloomberg, FactSet, Refinitiv etc. Entrepreneurial spirit, eagerness to learn and to contribute to shape a modern company. Very good command of written and verbal English. Communication skills, for example, when presenting results to stakeholders and maintaining relationships with colleagues.", "h2":"Key Responsibilities","ul":"• Responsible for the methods and development of tools used for Strategic Asset Allocation
• Further develop Asset Liability Management- and SAA-models to optimize group asset allocations and investment capital allocation
• Develop new investment strategies for Tactical Asset Allocation and build quantitative models to identify investment opportunities
• Present results and improve our liability representation, e.g., to describe mismatches between assets and liabilities and ways to mitigate
• Liaise with internal colleagues across the Asset Management and Helvetia organisation to enhance the value generation of our activities and services to our clients"},"h2":"Requirements","ul":"• Master's or PhD in maths, physics, engineering, econometrics, finance or similar with quantitative focus
• 4 or more years of professional experience
• CFA, FRM, CQF or similar and/or interest in working towards such
• Essential are coding skills in R, Python, VBA and/or other coding languages
• Experience in optimizing / documenting / organizing software and/or software governance frameworks
• Experience / practical knowledge with / interest in applying quantitative models / Machine Learning methods to Finance
• Experience with information systems like Bloomberg, FactSet, Refinitiv etc.
• Entrepreneurial spirit, eagerness to learn and to contribute to shape a modern company
• Very good command of written and verbal English
• Communication skills, for example, when presenting results to stakeholders and maintaining relationships with colleagues"}

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