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Vice President, Portfolio Management

Vice President, Portfolio Management

MCP (Switzerland) GmbHBaar, CH
Vor 12 Tagen
Stellenbeschreibung

1. Primary Responsibilities :

  • Develop and maintain statistical arbitrage strategies for own portfolio;
  • Analyze predictive mathematical models (alphas) produced by researchers and develop algorithms to combine the alphas into a portfolio generating statistically significant returns.
  • Construct new algorithmic trading strategies using predictions developed by researchers;
  • Optimize risk / reward ratio of portfolio of own strategies;
  • Apply filtering techniques to predictive signals in order to filter out random noise;
  • Manage day to day evolution of strategies in response to changes in the market environment;
  • Stay on top of the latest quantitative research trends in both academia and industry; and
  • Evaluate and allocate capital to strategies, targeting optimal value-added to the company portfolio.

2. Position Requirements :

  • Master’s or higher in Computer Science, Computer Engineering, Electronic Engineering, Statistics, Operations Research, or in a closely related quantitative field.
  • 5 years’ experience as a Regional Research Director, Vice President, Research, Senior Quantitative Researcher, Quantitative Researcher, or in similar position(s), which must include :

    • o Experience working with Portfolio Managers and Researchers on alpha signal combination research and development.

    o Experience using data API for trade execution to implement trading strategies individually developed, across major exchanges throughout the United States, Europe, and Asia.

  • o Experience must include mathematical maturity, and the application of data analysis, linear algebra, logic, probability, statistics, and optimization techniques;
  • o Experience applying advanced of statistical modeling techniques, including machine learning, regression, and multivariate statistics;
  • o Programming experience in C++; Python; Matlab or R programming languages; and SQL;
  • o Must have a good understanding of equity, futures, and currency markets;

    • o Experience with Linux operating system.

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