Portfolio Manager, Global Emerging Markets The Global Emerging Markets (GEM) Equity group is seeking a
Portfolio Manager to support management of the GEM strategy as well as research
in GEM model and portfolio design. The person filling this position will help
manage the quantitative investment process for the GEM product, as well as contribute
to the strategy’s research agenda. Responsibilities •Develop strong understanding of the daily portfolio
management process •Build relationships with other teams supporting the
portfolio management process, including operations, client communication and
compliance/regulatory teams •Conduct daily review of key inputs to the investment
process – holdings, alphas, trade orders and executions. Build a deep understanding
of the strategy strengths and weaknesses across the signal spectrum. •Conduct investment process design, portfolio analysis
and performance attribution. •Perform research that improves alpha, risk,
and transaction cost forecasting models for GEM equities. Qualifications •Graduate degree and/or a CFA designation with strong
quantitative skills •Good understanding of structural risk models,
regression and portfolio optimization techniques •Minimum 3 years relevant experience in the investment
management industry •Working knowledge of statistical packages such as SAS
or SPlus •Good working knowledge of UNIX •Outstanding interpersonal skills •Strong attention to detail •Demonstrable interest in GEM •Passion for investing and ability to learn quickly To apply, use this URL: https://barclays.recruitmax.com//main/careerportal/candidate_update.cfm?szOrderID=2932 Asian Equity Markets Researcher BGI's International Active Equities Group is seeking a researcher
to focus on the quantitative modeling related to Asian equity markets. -Work closely with other researchers, portfolio managers,
and production staff to ensure strong performance in all aspects of fund
management. - Solid computer programming skills. - Effective communication, both written and verbal. - Team orientation. - Interest in investment. To apply, use this URL: https://barclays.recruitmax.com//main/careerportal/candidate_update.cfm?szOrderID=2853 Equity Assistant Portfolio Manager/Researcher,
Market Neutral We are looking for an individual to help us in the managing
and the research agenda of a sector timing long-short fund within U.S. Active
Equity. It is expected that the successful candidate will focus on the
development of total-return strategies, including industry-rotation and market
timing as well as participate more broadly across the group’s agenda,
including industry-specific stock-selection strategies. The successful
candidate will also be expected to, over time, take day-to-day responsibility
for the management of one or more strategies within the group in addition to
signal development and research responsibilities. Responsibilities ·
Combine fundamental analysis skills
and investment insight with disciplined quantitative modeling skills to support
the continuing development of the group’s strategies. Focus is expected
to be the development of market timing and industry timing strategies. ·
Daily fund management
responsibilities, including: portfolio re-balancing, submitting trade lists,
performance attribution, regular performance commentaries, and daily monitoring
of portfolio positions. ·
Regular evaluation of portfolio
construction design including backtesting as well as transaction cost and risk
model evaluation. ·
Regular evaluation of signal and
model performance as well as portfolio management decision performance. Qualifications ·
Strong quantitative finance
background, including familiarity with portfolio construction methodology as
well as forecasting and statistical analysis methodology. ·
Experience and demonstrated skill in
fundamental analysis and financial statement analysis. Ideally the candidate
would have prior exposure to macroeconomic modeling literature as well as
market timing and industry selection strategies. ·
Basic programming skills as well as
familiarity with statistical analysis software (preferably SAS). ·
Familiarity with financial data as
well as financial data retrieval tools. ·
Experience with the handling and
analysis of large data sets. ·
Familiarity with the theory of
financial markets and investor behavior. ·
Preferred 2+ years experience in a
quantitative research-oriented position or equivalent sell-side research
environment. Ideally, the candidate has experience in a team managing mixed
stock-selection and market timing strategies and/or demonstrated investment
skill in a particular sector (such as Technology or Consumer Cyclicals). ·
Graduate level degree in a
Financial/Economics field or hard science. Outstanding candidates with
undergraduate degree from a top school and 4+ years of sell-side or buy-side
experience meeting the above qualifications will also be considered. ·
CFA preferred To apply, use this URL: https://barclays.recruitmax.com//main/careerportal/candidate_update.cfm?szOrderID=2587 Regards, Jaime Jaime Pack Recruiting
Coordinator Human Resources Barclays Global
Investors (: (415) 908-7612 (office) 6: (415) 618-1411 (fax) Please connect with me
via LinkedIn: http://www.linkedin.com/in/jaimepack --
This message and any attachments are confidential, proprietary, and may be privileged. If this message was misdirected, Barclays Global Investors (BGI) does not waive any confidentiality or privilege. If you are not the intended recipient, please notify us immediately and destroy the message without disclosing its contents to anyone. Any distribution, use or copying of this e-mail or the information it contains by other than an intended recipient is unauthorized. The views and opinions expressed in this e-mail message are the author's own and may not reflect the views and opinions of BGI, unless the author is authorized by BGI to express such views or opinions on its behalf. All email sent to or from this address is subject to electronic storage and review by BGI. Although BGI operates anti-virus programs, it does not accept responsibility for any damage whatsoever caused by viruses being passed. ------------------------------------------------------------------------- This SF.net email is sponsored by: Splunk Inc. Still grepping through log files to find problems? Stop. Now Search log events and configuration files using AJAX and a browser. Download your FREE copy of Splunk now >> http://get.splunk.com/ _______________________________________________ QuantLib-jobs mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-jobs |
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