We are looking for a Portfolio Analyst / Data scientist to be part of our Portfolio Management team.
As a Portfolio Analyst you will play a key role in supporting portfolio management team in assessing and executing investment decisions. You will be responsible for various support activities, such as analysing portfolio/strategy (performance) data, assisting in the development of various tools and templates necessary to complement the portfolio management activities.
The investment funds we manage are invested in listed securities, divided into (sub) asset categories (Equities, Government Bonds, Corporate Bonds, High-yield Bonds and Emerging Market Debt Bonds) and financial derivatives.
Ostrica is a technology and knowledge rich company which, due to its academic and quantitative background, has been able to develop itself into a successful fintech asset manager. As an active asset- and risk manager, we offer our solutions and services to HNWI, companies, foundations and institutional clients. We have positioned ourselves as a niche player in developing a unique mix of quantitative and fundamental investment strategies over the last decade. Ostrica embraces an Anglo-Saxon working model whereby performance is key for both customers, staff and management. Team members are all professionals with a high level of freedom and responsibility in achieving targets that are aligned with customer needs (85% of the upside with 50% of the risk).
Ostrica’s unique ‘man & machine’ investment concept enables the Portfolio Management Department to realize Sharpe ratios of 1 as opposed to passive trackers with Sharpe ratios of 0.3. Every investment decision follows through a 3-step procedure of signal generation (alpha) – portfolio construction (risk management) – portfolio implementation (cost of execution).
Ostrica’s portfolio management department processes several million of data items per day through a layered system of several hundred of programmed investment decisions. Current strategies are maintained with rigorous research as to keep Sharpe ratios above 1. New strategies are extensively back tested. Artificial Intelligence techniques are an integral part of the research process as to further optimise parts of the investment process.
What are we looking for?
The ideal candidate should have the following characteristics:
- Minimum of 2 years work experience in the Financial Industry – focussed on Asset Management
- Ideally knowledgeable about both equity and fixed income investments
- Is in possession of a relevant Masters’ or PhD Degree – (preferably) in economics, econometrics, finance or mathematics
- Demonstrated analytical, abstract and problem-solving thinking ability
- Proven success working with large data sets
- Experienced with programming languages e.g. Python, SQL, VBA
- Has superior communication skills – in English both verbally and in writing, knowledge of Dutch is an advantage
- Has keen interest in financial markets
- Highly structured with respect to planning, meeting deadlines and working processes
- Has desire to work within a collaborative, team driven environment
- Strong quantitative/research skills with ability to use them in creative ways (portfolio insights, creation of portfolio and risk management tools)
- Able to operate in a dynamic environment where job responsibilities and requirements are constantly reinvented
- Proactive with a strong drive to work on projects both independently and in a team
- Gets things done
- Self-starter, can-do mentality, creative, open-minded with strong willingness and commitment to continuous learning
- CFA charter is a plus
- Conducting detailed quantitative and qualitative analysis of the investment portfolios and the underlying investment process
- Supporting the build and maintenance of quantitative analytical capabilities and tools for the Portfolio Management team
- Helping generate portfolio construction insights using a combination of quantitative and fundamental analysis
- Analyzing various aspects of portfolio data (from performance analysis and attribution to risk parameters)
- Collaborating across the organization to improve workflows, reduce operational complexity and automate manual tasks
- Focusing on deliverables and results
- Quality testing and researching potential weaknesses or inaccuracies in our models and databases and updating the information
- Monitoring risk, trading, performance and attribution of the Ostrica and Perlas funds
What do we offer??
- A innovative company with professionals with academic background in the field of science
- Results driven work environment with a focus on owning and taking pride in your work
- Competitive salary, including a good pension scheme and full travel reimbursement
- Achieving customer performance goals (85% of the upside with 50% of the risk) results in sharing in performance fees
- We offer an entrepreneurial environment with a high degree of freedom and responsibility
In our growing and dynamic organisation, you can find a workplace which offers you freedom and responsibility right from the start.
Do you want to grow together? Get in touch!
Please send your resume and motivation letter to recruitment@Ostrica.nl.
Acquisition in response to this job opening is not appreciated.