Our client, a top Quantitative Hedge Fund, is looking for a Quantitative Strategies Analyst to join their team.
Key Responsibilities
- Drive the automation of middle and back-office workflows using Python, ensuring the absolute accuracy of portfolio holdings, cash flows, and trade reconciliations.
- Implement robust exception-handling and multi-tier data validation frameworks to supply high-quality data for NAV generation, capital activities, and statutory reporting.
- Refine data ingestion pipelines and API integrations, continuously upgrading reconciliation logic to eliminate operational bottlenecks and mitigate processing risks.
- Act as the primary technical liaison with prime brokers, fund administrators, and custodians to automate and secure external data transmissions.
- Partner closely with front-office, risk, and finance units to deliver transparent, traceable, and highly reliable data insights across the fund's operational lifecycle.
Qualifications & Requirements
- Meticulous and highly accountable professional, capable of delivering precise work under the pressure of a dynamic and fast-paced environment.
- Proficient in Python scripting for data manipulation, with solid hands-on experience using pandas, NumPy, and SQL to build automation tools.
- Professional working proficiency in English, demonstrating excellent written documentation and communication skills.
- Fundamental grasp of asset management operations (e.g., trade lifecycles, NAV calculations, cash settlements), coupled with a strong appetite to learn complex financial market mechanics.
- Experience in handling corporate actions.
- Open to recent graduates with an outstanding academic track record, or junior professionals with 1 to 3 years of quantitative or data analysis experience within the financial services industry.