Quantitative Analyst

  • $140k inclusive of super + bonus
  • Sydney, New South Wales, Australien Sydney New South Wales AU
  • Festanstellung, Vollzeit
  • Challenger Limited
  • 13 Aug 18 2018-08-13

This role sits within the Equity and Alternatives investment team and will be primarily tasked with implementing and optimising the execution of systematic equity strategies across local and global markets.

Challenger Limited is an ASX-listed investment management firm managing more than $76 billion in assets (as at 31 December 2017). Our vision is to provide our customers with financial security for retirement.

We achieve this goal by providing a work environment where people from diverse backgrounds, with a range of skills and experiences can contribute and succeed.

Our work environment is characterised by the core attributes of Collaborate, Grow, Challenge and Achieve. These attributes represent our commitment to current and future employees.
 
About the opportunity:

This role will be part of the Equity and Alternatives investment team and will be primarily tasked with implementing and optimising the execution of systematic equity strategies across local and global markets. In addition, it assists with improvement of existing investment strategies and the development of new strategies. The position would suit somebody with a strong quantitative background, development experience (ideally with Python) and with financial markets exposure.

The role entails three broad responsibilities:

  • Trading: execution of client portfolios and development of systematic trading strategies to achieve best execution. Incorporating transaction and market impact costs into upstream investment strategies to improve post implementation cost performance of strategies. Develop execution reporting framework and suggest improvements to the execution strategy.
  • Research: work with the rest of the team to develop systematic strategies that deliver diversifying risk-adjusted returns to the existing portfolio.
  • Portfolio management: assist with portfolio management of existing strategies including monitoring portfolio performance and risk; instructing on voluntary corporate actions; monitoring portfolio rebalancing process.

Responsibilities:

  • Execution in a variety of different environments (PT/Algos, high touch, low touch) with a strong emphasis on algorithmic execution.
  • Research and development of a systematic framework for trade execution.
  • Monitor and report on execution and suggest improvements to execution strategy and upstream investment processes to better incorporate transaction/market-impact costs.
  • Monitor and provide reporting on portfolio between rebalances.
  • Evaluate and instruct on voluntary corporate actions.
  • Research and develop systematic investment strategies.

Skills and experience:

  • 3 + years of relevant experience – ideally this would involve working as a trader for a systematic manager; a manager of a systematic portfolio with trading duties; or in an electronic execution team.
  • Experience with an OMS, EMS (preference for SimCorp Dimension and Triton).
  • Experience with a programming language, ideally Python, and familiarity with SQL.
  • Experience with quantitative optimisation (ideally Axioma).
  • Knowledge of data sources (TR QA Direct, Bloomberg, FactSet).

Our Team

We enjoy working together as a talented and passionate group. We demonstrate our five core principles of Integrity, Working Together, Creative Customer Solutions, Commercial Ownership and Compliance into everything we do.