FAM-ily  

Financial and Actuarial Mathematics  
at Vienna University of Technology, Austria  

 
2010-05-17

Quantitative Portfolio Manager (m/f)

Fin4Cast, a quantitative research company is seeking a dynamic quantitative Portfolio Manager to join the team in Vienna. Fin4Cast is a research provider in the field of quantitative investment strategies. Our services include the development of quantitative analysis based portfolios. This is an exciting opportunity to join a small and highly specialized team of professionals that is focused on the development of the best research infrastructure.
If you feel that you would like to work in a leading-edge, dynamic organisation with a young, pro-active team of individuals to help us continue our success, this opportunity will suit you.

The Role Involves

  • Participate in the development of quantitative systematic investment strategies.
  • Ensure that risk-return characteristics of the strategies are consistent with client guidelines and objectives and external rules and regulations.
  • Effectively manage the portfolio’s risk characteristics to ensure that the risk decomposition, level of specific risk concentration, industry and factor exposures best leverage the models’ insights while avoiding uncompensated risk.
  • Oversee portfolio changes, and verify execution of model changes. Support and contribute to improving the team’s investment process in the areas of alpha signal construction, risk management and transition cost estimation.
  • Analyze transactions costs and create optimal trading heuristics
  • Post-trade analysis, risk and return attribution, proposal for the continued improvement of the trading strategiesnges.
  • Marketing and client service, including presentations to client base.

Requirements

Skills and Attributes

  • Essential
    • Attention to detail and good judgment and timely decision making abilities are critical
    • Strong organization skills and the ability to work on multiple projects simultaneously
    • Programming and development skills, preferably including R, Matlab or other modelling languages

Experience

  • Essential
    • Several years experience as a quantitative portfolio manager
    • Experience with modelling and configuration of large-scale problems
    • Managed Futures / Global Macro
    • Quantitative science
    • Strategy Development
  • Desirable
    • Futures trading experience
    • Familiarity with latest academic literature on portfolio construction
    • Experience in optimization techniques

Qualifications

  • Essential
    • Advanced academic degree in mathematics or econometrics
  • Desirable
    • CFA or similar
    • Advanced degree in a quantitative discipline

This is a demanding, exciting and challenging role and an excellent opportunity to join a growing company where your skills and initiative will be recognized and well rewarded. In the first instance, please submit your CV and cover letter to: alfred.gmeiner-ghali@fin4cast.com.

Fin4cast Data Research Services GmbH & CO KG
Modecenterstraße 14
1030 Wien

Bei der Bewerbung bitte auf die FAM-jobs Seite verweisen.