Associate (6 months contract), Quantitative Strategy & Performance Analytics

Full-time Other-General

Introduction

Our PortfolioStrategy & Risk Group (PSRG) actively guides the firm's investmentactivities and drives sustainable returns, while protecting the portfolio andthe institution. The group actively explores overlay and alternative portfoliostrategies to enhance our portfolio returns.

TheQuantitative Strategy team is a part of PSRG and supports it activities through 3 key areas:

• Building a recurring income portfolio,
• Quantamental investing to complement the firm's fundamental bottom-up investing
• Alpha generation and portfolio construction, where the team looks at a number of strategies to enhance risk-adjusted portfolio returns.

Responsibilities

The rolewill be focused on the 'Quantamental investing' workstream. The candidate willbe working on 3 key areas:

• Signal research: leveraging traditional/quant and alternative datasets with a f...