The analyst will be involved in market modeling processes to deliver innovative investment solutions for Ultra-High Net Worth Individuals

Required skills are:

University degree in Mathematics, Economics/Finance, Physics or Engineering with an excellent academic career;

At least two years of experience as quantitative portfolio manager or quantitative researcher in Banks, Insurance Companies, Financial Institutions, Asset Management Companies or Hedge Funds.

Good knowledge of:

• Econometrics, time series analysis and statistical methods;
• Equity, fixed income or commodity markets;
• Algorithm design methodologies;
• At least one of the following languages: Matlab, Fortran, C/C++, Pascal, Basic;
• Database design and management methodologies;
• MS Office and advanced Excel modeling;

Comfortable to work in a challenging, result oriented team environment;

English fluency.

A PhD, Master in Finance or a CFA would be preferred.

*Applications will be treated in strict confidence*

**We regret that only short-listed candidates will be notified**