BGI job openings

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BGI job openings

Pack, Jaime BGI SF
 

Portfolio Manager, Global Emerging Markets

San Francisco, CA

 

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

San Francisco, CA

 

BGI's International Active Equities Group is seeking a researcher to focus on the quantitative modeling related to Asian equity markets.


Key Responsibilities

-Primary responsibility is research, particularly quantitative modeling of risk, alpha, transaction costs and portfolio construction.

-Work closely with other researchers, portfolio managers, and production staff to ensure strong performance in all aspects of fund management.


Qualifications

- Strong academic training in science/engineering, such as statistics, mathematics, operation research or engineering. Ph.D. preferred.

- 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

San Francisco, CA

 

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)

45 Fremont Street, San Francisco, CA 94105, USA

Please connect with me via LinkedIn: http://www.linkedin.com/in/jaimepack

 

 

 
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