Quantitative Analyst

Victorian Funds Management Corporation

Significant enhancement to VFMC’s mandate has led to a change of strategic direction, giving the corporation full responsibility for the development and implementation of investment strategy for Victorian public sector assets. With over $40Bn under management, VFMC is seeking to enhance its quantitative investment capability.

Reporting to the Investment Director - Quantitative Analysis, this role offers a rare opportunity for the right candidate to develop their quantitative career in Investment Management, utilise their research and communication skills, and see their work directly impact VFMC’s investment processes.

The successful candidate will gain experience in quantitative portfolio management, and general quantitative analysis and research. In particular, a key focus will be working in a team on the development of new and innovative quantitative investment processes. The candidate will also have the opportunity to test their own ideas for quantitative investment processes.

We are seeking a highly intelligent problem solver, preferably with a PhD in Mathematics, Statistics, Finance or Engineering. Expertise in areas such as mathematical modelling, statistical estimation, signal processing, control theory or information theory as well as programming ability in MATLAB and SQL would be highly regarded. Experience in or knowledge of quantitative finance would be preferred, but we are willing to consider outstanding candidates with strong quantitative skills.

For more details, please email Laurence Irlicht, lirlicht@vfmc.vic.gov.au or call 03 9207 2935.

The application for this position is closed now. 16th October 2007.