BGI is seeking a Head of Proprietary Analytics to manage the team responsible for proprietary tools used in portfolio constructions, backtesting, and attribution.
The Proprietary Analytics Group is responsible for proprietary tools (including optimization) used for portfolio construction, backtesting, attribution, and other applications. We believe that Proprietary Analytics represents one of BGI’s key competitive advantages.
Responsibilities
Manage this high-performing team.
Provide thought leadership on approaches to portfolio management, including specifically the development of new proprietary tools.
Challenge the status quo, and foster an environment of innovation. Raise the level of analytic sophistication at BGI.
Influence behaviors, perceptions, and decision-making across the organization, even in areas in which they do not have direct authority.
Develop prototypes, convert into production-quality software, and support those implementations.
Work closely with researchers and portfolio managers throughout the firm.
Qualifications
Experience managing an investment or finance team focused on model building and quantitative asset management.
An advanced degree in finance, operations research, econometrics. An advanced degree in a quantitative discipline such as science or engineering can substitute for this, however this will only be the case if the person has extensive practical experience, which has led them to acquire the appropriate training on the job.
Effective communication skills, both written and verbal. The successful candidate must have the confidence and credibility to persuasively interact with colleagues, management, and multiple (internal) clients.
Direct experience designing and delivering production quality implementations of large-scale mathematical software.
To apply, upload a Word or PDF resume to the following URL: