Position Overview The primary responsibility of the Quantitative Research Analyst is to provide support to the portfolio manager through building and maintaining proprietary trading models, performing quantitative analysis of the global shipping market, market research and other ad hoc projects.
This role is expected to work very closely with the portfolio manager in identifying projects of value through providing inputs from primarily quantitative analysis perspective. The role is expected to be self-driven and work independently as in-house expert on research and analysis.
This position is based in Kingston upon Thames, England
Research and Analysis
Participate in the generation of investment/trading ideas; develop, under the guidance of his/her manager, rigorous analysis and proprietary models to assess viability of these ideas;
Participate and lead in new projects specific to shipping and underlying commodities (iron ore, coal, grain) with available data, sometimes with a large degree of data mining and analytics;
Constantly gather and assimilate government and other public/private reports regarding trade, shipping-specific and other macroeconomic variables for further analysis;
Develop and recommend to portfolio manager on trading strategies. Monitor these strategies for continuous improvement;
Maintain risk model; estimate and report on portfolio risk on a regular basis;
Recommend corrective measures to reduce portfolio risk if necessary;
Create adhoc reports and analysis as required;
Knowledge, Skills and Abilities
Experience of coding, writing models in Python, Matlab, etc.
Demonstrated ability to work independently and perform quantitative analysis from real-life large volume, sometimes ambiguous, data sets
Strong Maths skills
Strong Excel skills,
Python is a must
Comprehensive knowledge in statistical analysis; time-series analysis
Market Risk modelling, sensitivity analysis, prefer to have experience of Monte Carlo Simulation
Knowledge of VaR methodologies and any associated risk metrics, such as Delta, Gamma, Vega etc.
Analytical mindset, logical and enjoy problem solving
Proven ability to handle multiple tasks and priorities in a time-sensitive manner
Experience of finance ideally modelling preferred but not required
Knowledge in futures and options preferred but not required
Education and Experience
A Master/PhD in quantitative discipline, e.g., Engineering, Statistics, Mathematics, Physics or similar
Interest and general knowledge in capital markets. Background in shipping/commodity markets a plus but not necessity
Internal Number: 4575856
About Profision Shipping Capital Management
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