Aug 02, 2022

Quant Investment Specialist

  • Saxo Bank
  • Barbara Strozzilaan 310, 1083 HN Amsterdam, Netherlands
Full time Data Science Quantitative Analytics

Job Description

About the job:
 

Introduction

Saxo Bank is underway with expanding its Investment Management services. Today it offers Investment Management services to private clients globally, via its two services SaxoWealthCare and SaxoSelect. In addition, Saxo provides an implementation service to other portfolio managers, via its Independent Asset Management (IAM) service. The Quant Investment Specialist takes an important role within the Investment Team, which is part of the Asset Management Product department comprised of the Investment, Investment Tech and Implementation teams.

The successful candidate will take the critical function of enhancing our multi asset allocation strategies, suitability framework and return projections. Furthermore, the individual will take ownership of the investment framework, formulating investment requirements for tech colleagues to development into solutions. The role also entails working closely together with marketing, legal and compliance. This is a hands-on role, it should not be considered a research function although research is inevitably part of the investment enhancement process.

Responsibilities

  • Investment expert regarding the behavior and decisions made by our asset allocation engines.
  • Periodically assess the correctness of the asset allocation engine decisions, and periodically review the appropriateness and potential enhancement of the asset allocation framework
  • Identify and contribute towards building out our investment tools and functionality to better monitor, report, assess our investment strategies
  • Take ownership of the investment methodology of our projection engine that illustrates potential returns to clients of any given portfolio and risk profile
  • Work closely with Investment Tech, Implementation, Platform and Commerical colleagues for collaborative projects including regional launches and functional improvements
  • Key ambassador for the Investment Team when communicating to internal stakeholders about the investment service
  • Help the regional Saxo governance committees define the appropriate investment SLAs for conducting portfolio management on their behalf

About You

  • Motivated and enthusiastic, thrives when working in dynamic and emerging team
  • 5 years relevant experience in portfolio management including asset allocation modelling
  • Familiar with the Constant Proportion Portfolio Insurance (CPPI) framework, even better if aware of Dynamic Proportion Portfolio Insurance (DPPI)
  • Competent with Matlab, R, Python and Excel. C# is a nice to have
  • CFA preferred
  • Good understanding of fund products and secondary markets, especially ETFs.
  • Ability to articulate and decompose investment processes and functions to tech colleagues
  • Comfortable with documenting investment guidelines and methodologies
  • Multi tasker, comfortable with juggling multiple projects at a time
  • Comfortable with travelling several times a year


We offer:
 

We aspire to be a non-hierarchical, purpose-driven organisation. At Saxo, it is not about entitlement; it is about impact – no matter where you sit in the organisation. A good idea is always taken seriously and you can truly make a difference.
 

When you work here, you become a Saxonian. Obviously you will get an attractive compensation package. But we also invest in your personal development and offer you large responsibility from day one. We encourage an open feedback culture and a supportive team environment. If you show a collaborative spirit, drive and passion, your learning curve will be steep and your (international) career opportunities with Saxo immense.
 

At Saxo we don’t just offer a job – we offer an opportunity to invest in your future!


How to apply:

Click the Apply button to create an account and upload your resume (and a short motivation). We look forward to getting to know you better!