Quantitative Analysts, Funds

Mosaic Analytics

With a sophisticated modelling and analysis department within its investment management division (asset allocation dept) our client is a nationwide financial services group. Expansion means that there is now a need for dynamic quant. analysis to join a team working on asset allocation across global markets.

This role will see you working on a variety of projects and these could include: researching, developing, reviewing and implementing global macro models. You will be involved with discovery, research and development of total asset allocation models and their back testing. You would then take ownership of these models and provide key quantitative trading models for bonds, equities, commodities and currencies using a variety of risk forecasting.
Other challenges could include maintaining and developing performance attribution analysis systems and providing quant. analysis and assistance to portfolio managers and investment strategists with respect to investment benchmarks, pricing of securities, analysing portfolios and calculation return series.

A key element of this role would be the ability to develop and maintain close working relations with front, mid and back office including portfolio managers, investment strategists, performance analytics and client services teams as well as settlements and back office teams.
The suitable candidate will have a strong tertiary education in maths, stats, , physics, computing or engineering and highly-developed quantitative problem solving skills. Postgrad or PhD level candidates with strong ability in these areas would also be viewed favourably. Programming skills in C+, VBA and Access are an advantage as is the ability to work both independently and as part of a small team.

For further information call Jim Cloutman on 02 8252 3125 or send an email to jcloutman@mosaicrecruitment.com.au