In this position, you will be leading the team working firsthand with Portfolio Managers, Trading and engineers within “Technology” department. The team is responsible for application and supervision of quantitative techniques throughout the firm.
- Support investment decision employing statistical modeling, quantitative factor-based security rankings and machine learning techniques.
- Scalable execution of bottom-up process of security selection to capture persistent quantifiable drivers of excess returns along with traditional credit security analysis.
- Regular review and implementation analysis of investment strategies to capture drivers of successful decisions.
- Development and maintenance of software components, leveraging capabilities of major data providers and partners: Bloomberg, Refinitiv, BlackRock, Amazon AWS and others.
- Responsibility for uptime and correct functioning developed software solutions.
- Define and implement data strategy to ensure timely availability for research activities.
- Conduct vendor selection, requirements analysis and acquisition of software components in quantitative solutions and data domain.
- Management of allocated budget including: requesting and approving funds allocation along with planning and addressing variance.
- Mediation of internal team disputes and timely escalation.
- Proactive work to keep team positive mood in the team and organization.
- Address staffing needs of a team. First-hand work with HR to source and on-board specialists.
- Master degree or PhD in Finance or quantitative disciplines such as Econometrics, Engineering, Statistics, Physics, and Mathematics.
- At least 3 years of experience in quantitative model validation and/or development or similar front-office supporting role.
- Deep practical knowledge in area of fixed income and price driving factors.
- Solid mathematical foundation to formally reason about quantitative methods and statistical models and methods.
- Experience with Bloomberg terminal and BQUANT will be a great advantage.
- Experience with Python or other programming languages.
- Ability to communicate clearly and in diplomatic manner.
- Stress resilience, ability to take hard stand in arguments.
- Strong team spirit and a proactive, independent, solution-oriented and practical approach to work.
- Service oriented mindset with an assertive, flexible and quality-conscious personality.
- Very good English. Willingness to learn good German.
Fisch Asset Management AG (“Fisch”) is an independent asset management firm that specializes in Convertible Bond, Corporate Bond, Trend-Following, and Multi-Asset strategies with around CHF 10bn in AuM. The company was founded in 1994 in Zurich by the brothers Kurt and Dr Pius Fisch, who remain actively involved in the firm. Fisch is 100% owned by its employees and enjoys a corporate culture that is based on transparency, integrity, and interests that are fully aligned with those of our clients.