Senior Quantitative Research Analyst

Based in Irish Life Investment Managers, Lower Beresford Place, Dublin 1

 

Irish Life Investment Managers (ILIM), the investment management company within the Irish Life & Permanent Group manages assets of circa EUR30bn and provides fund management services to a large domestic and multi-national client base. We provide investment products to both institutional and retail clients, offering a full range of products from our value driven active and indexed fund management processes.

 

We are seeking a Senior Quantitative Research Analyst to support and develop quantitative equity stock selection models.

 

The Job

 

He/she will work within the Quantitative Research team and also with portfolio managers in building long/short as well as high frequency equity selection models.

 

This is a highly exciting and challenging opportunity for the right individual and will be based in Dublin. The ideal candidate will be given the opportunity to help build a range of new active equity models, generate new research ideas, and get involved in portfolio management with the objective of fine tuning models and enhancing performance. There will be further opportunities to develop new strategies across products.

 

The Person

 

The ideal applicant will have the following skills and knowledge:

Ø      A proven track record in building active quantitative equity models from scratch.

Ø      A broad knowledge of manipulating financial and economic databases (FactSet or Thomson TQA, Reuters, Bloomberg etc),

Ø      Multi-factor backtesting, factor rotation (top down and bottom up models),risk management, portfolio construction and implementation are sought

Ø      Excellent programming skills with a preference for S+, R or Matlab. A knowledge of Relational Database Programming (SQL etc) is a plus

Ø      Experience in building high frequency systematic strategies would be an advantage.

Ø      A primary degree with a post-graduate qualification in Econometrics, the Physical Sciences, Computer Science, Engineering, Mathematics or Statistics. 

Ø      Excellent communications skills, with an ability to formulate new ideas and challenge existing models, 

Ø      Be results orientated with an ability to work independently or in collaboration with colleagues.

Ø      Be a strongly motivated, results orientated individual who pays attention to detail.

 

Application Process

 

Applicants should, in the first instance, discuss their interest in the position with their Line Manager. 

 

If you are interested in applying for this role, please attach your Curriculum Vitae and return by email to [log in to unmask] with 'Senior Quant Research Analyst' as the subject of your mail by midday, 3rd November 2010.  Applications will not be accepted after this date.

 

If you have any queries on this role please contact Deirdre Rigby by email [log in to unmask]  or call (01) 704 2017

 

We reserve the right to advertise this position externally and draw up a short list as part of the selection process.

 

Irish Life Investment Managers supports Equal Opportunities and is regulated by the Central Bank of Ireland


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Irish Life Investment Managers Limited is regulated by the Central Bank of Ireland.  Irish Life Investment Managers Limited Registered Office: Beresford Court, Beresford Place, Dublin 1.  Registered in Ireland Number 116000

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