Research / Quantitative Analyst - Investment Management
- Londres, Angleterre, Royaume-Uni
- CDI, Plein-temps
- Profision Shipping Capital Management
- 17 janv. 18 2018-01-17
Profision Shipping Capital Management is a boutique investment management firm that seeks an aspiring individual with quantitative background to further enhance its market research and analysis. The ideal candidate would preferably have obtained quantitative knowledge through studies/experiences in engineering, mathematics, statistics, physics, or finance/economics.
Currently we are specialized in investing in financial derivatives related to global dry bulk shipping market. We expect the candidate to be an important part of this dynamic business in its continuous pursuit of market opportunities.
The primary responsibility of the Research Analyst is to provide support to the portfolio manager through building and maintaining proprietary trading models, performing quantitative analysis of the global shipping market, market research and other ad hoc projects. This role is expected to work very closely with the portfolio manager in identifying projects of value through providing inputs from primarily quantitative analysis perspective.
The role is expected to be self-driven and work independently as in-house expert on research and analysis.
Research and Analysis
- Constantly gather and assimilate government and other public/private reports regarding trade, shipping-specific and other macroeconomic variables for further analysis;
- Participate in the generation of investment/trading ideas; develop, under the guidance of his/her manager, rigorous analysis and proprietary models to assess viability of these ideas;
- Participate and lead in new projects specific to shipping and underlying commodities (iron ore, coal, grain) with data available, sometimes with a large degree of data mining and analytics;
- Develop and recommend to portfolio manager on trading strategies. Monitor these strategies for continuous improvement;
- Estimate and report on portfolio risk on a regular basis;
- Recommend corrective measures to reduce portfolio risk if necessary;
- Create adhoc reports and analysis as required;
Knowledge, Skills and Abilities
- Experience in finance ideally modelling
- Knowledge of futures and options
- Strong Maths skills
- Strong Excel skills, VBA is a must
- Experience of coding, writing models in Matlab, Python etc.
- Comprehensive knowledge in statistical analysis; time-series analysis
- Market Risk modelling, sensitivity analysis, prefer to have experience of Monte Carlo Simulation
- Knowledge of VaR methodologies and any associated risk metrics, such as Delta, Gamma, Vega etc.
- Analytical mindset, logical and enjoy problem solving
- Demonstrated ability to work independently and perform quantitative analysis from real-life ambiguous data sets
- Proven ability to handle multiple tasks and priorities in a time-sensitive manner
Education and Experience
- A Master/PhD in quantitative discipline, e.g., Engineering, Statistics, Mathematics, Physics or similar
- Interest and general knowledge in capital markets. Background in shipping/commodity markets a plus but not necessity
If you are interested in this opportunity and fill the requirements, please apply here submitting a copy of your CV.
Deadline for applications is 28 January 2017.