Portfolio Manager Assistant - Systematic Long/Short (H/F)
Posted on Dec 27, 2019 by Varenne Capital Partners
The BQL team, which manages the long/short systematic strategy, selects its investments on the basis of the output of proprietary algorithms. As a Portfolio Manager Assistant, you will assist the Managers in charge of the strategies. Tasks will be varied and will include:
- R&D of new proprietary algorithms: explore the potential of unusual behavioral and fundamental signal combinations in the stock market, using quantitative methods
- Build and maintain tools and systems that will assist the PMs in the implementation of the algorithms
- Performance and metrics calculation for internal and external purposes: NAV, attribution, risk metrics, etc.
- Automated monitoring of corporate actions and stop losses
- Audit of execution and counterparty reports, in order to assess counterparty service quality
Ideally, the candidate will have a degree in either Mathematics, Engineering or Finance, and have an interest in the asset management industry. We require solid skills in programming: VBA, Python and Java. Fluency in French and previous experience in a Quant Fund would be beneficial. We also demand the capability of working within a team, flexibility and a proactive approach.
Should you perform well during the fixed term contract, you could be made a permanent offer for a full time position.
Length : fixed term contract - minimum 9 months with possible extension
Start : March 2020 at the latest
Compensation & Benefits : according to profile and experience
Location : 42 avenue Montaigne, 75008 Paris