Trwa ładowanie. Prosimy o chwilę cierpliwości.
State Street Bank Poland
Data aktualizacji: 2021-06-11
Kraków, małopolskie
Bankowość, IT, Rynki kapitałowe, Analiza
angielski
Data aktualizacji: 2021-06-11 Aplikuj
REKRUTACJA ZDALNA
Senior Quantitative Researcher – EMEA & APAC with State Street Global Advisors, AVP
Location: Kraków

As the industry pioneer of the global ETF market, SSGA launched the first US listed ETF in 1993 (SPDR S&P 500) and has remained on the forefront of responsible innovation, evidenced by the introduction of many ground-breaking products, including first-to-market launches with gold, international real estate, international fixed income, and sector ETFs.


Individual Accountabilities:

  • Ability to conduct research and analysis independently
  • Conduct portfolio research and analysis to demonstrate how SPDR ETFs can be used in an asset allocation context through the use of advanced quantitative techniques developed (MATLAB and Python and/or R)
  • Research asset allocation strategies using robust statistical and econometric techniques
  • Service client requests through providing bespoke performance analytics
  • Work with SPDR colleagues in the preparation of custom research presentations on a wide range of topics including portfolio construction using SPDR ETFs and building/testing quantitative investment strategies
  • Provide clients with a variety of analytics to demonstrate the efficacy of strategies developed in-house
  • Understanding of needs across the full range of SPDR ETF’s client types (intermediaries / asset managers / insurers and alternatives)
  • Maintain strong focus on clients in EMEA & APAC
  • Create market-leading research publications
  • Write market-leading research papers using SPDR ETF as building blocks and publish them in peer-reviewed industry practitioner journals and SPDR-branded research papers in EMEA & APAC

 

Key skills

  • Completed a Bachelor's/Master's degree in a highly quantitative subject (e.g. Physics, Engineering, Computer Science or similar).
  • Expert proficiency and a track record of using MATLAB and Python/or R in solving quantitative problems (these skills will be assessed as part of the  interview process)
  • Academic excellence
  • Strong mathematical, analytical and problem-solving skills
  • An interest in investment management, including asset allocation and the implementation of investment views.
  • Expérience in portfolio optimisation techniques (essential)
  • Experience in machine learning techniques as applied to asset allocation (desirable)
  • Strong attention to detail and constant strive for excellence
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