APG Asset Management
Senior Quantitative Equity Researcher
Are you the passionate Senior Quant Researcher who can add value to a systematic investment process that is characterized by a team approach? Are you drawn to quant research, equity markets, programming, data and responsible investing? Do you want to contribute towards the design of the investment strategy used to manage one of the largest global quantitative equity portfolios? Then this vacancy in APG's renowned Quant Equity team will definitely suit you!
APG's Quantitative Equities team manages long-only active strategies on behalf of four Dutch pension funds. The team is responsible for the research, development and portfolio management of quantitative investment strategies. The portfolios have about Euro 75 billion in assets under management across three core portfolios in Developed Markets, Emerging Markets and Minimum Volatility. Our ambition is to become a leader in long term and responsible quantitative equity investing for pension funds. Our vision is that research and innovation (alternative data sets & AI) will be a key enabler to realize this ambition.
You will join a diverse team of 10 professionals with various nationalities, who are managing the internal systematic equity portfolios. Due to the uniqueness of APG's client base, the team can focus on investment and research activities for the longer term. The team is supported by IT programmers, data managers, a dedicated trade desk, and ESG specialists. You will be based in Amsterdam (the Netherlands).
JOB DESCRIPTION: The main responsibility of this role is to contribute to enhancements of the investment strategies through idea generation and performing research. The research centers around asset pricing, ESG integration and alternative data sets/data science. Your role as a Senior Quantitative Equity researcher will focus on the following responsibilities within the team:
- Initiate and perform alpha model focused research projects;
- Promote research outcomes/software to a stage where they can be implemented by Quant Developers;
- Liaison between Quant Equity and Responsible Investment teams for responsible investment research;
- Gain profound knowledge of the APG's custom build PM & research platform plus Matlab libraries to be able to use the system for research;
- Gain profound knowledge of traditional and alternative data sets to be able to use this data for research;
- Stay updated on new quantitative equity developments on academic and industrial level;
- As a member of the team you will bear the responsibility of the portfolio performance and as such actively participate in team meetings and discussions on research and portfolio management.
JOB QUALIFICATIONS: As a Senior Quantitative Equity Researcher you act as a team player, foster cooperation and focus on the team results. You have a hands-on mentality and a focus on investment returns. You are proactive, have a strong drive and a creative working attitude. You subscribe to responsible investing and creativity.
Furthermore we ask for:
- A master's degree or a PhD in Quantitative Finance, Asset Pricing, Empirical Corporate Finance, Financial Data Science or related fields;
- Experience with quant/factor investing research in Equity Markets;
- The preferred candidate has at least 5 years of working experience in related roles;
- Sufficient programming skills and the ability to handle large datasets;
- Excellent written and verbal communication skills in English.
ABOUT US: APG is a pension provider that organizes the pensions for 4.5 million people on behalf of several pension funds. We provide the pensions of one in every five families in the Netherlands.
APG Asset Management is one of the largest pension asset managers in the world. We leverage all our experience, expertise and innovative power to invest the pension assets of our clients and their participants cost effectively. We contribute to a quality, affordable pension by achieving a stable, sustainable long-term return with responsible risks. For APG Asset Management, innovation and personal development are the way to keep a leading edge in pension asset management. Do you love your profession as well as a challenge? APG Asset Management offers plenty of challenges.
APG believes good employment practices are essential. In addition to a market level salary, a quality pension scheme and a year-end bonus, we also offer extensive opportunity in training and personal development. APG is proud to have earned the Top Employer and Top ICT Employer titles since 2008.
We believe that diversity promotes a broader vision and better decision-making. Engagement and respecting cultural differences contribute to our corporate objectives. Everyone is welcome to apply.
APPLICATION PROCEDURE: For more information about this position, please contact Max Krajenbrink, Recruiter via firstname.lastname@example.org or call +31648564163. If you are the person we are looking for, upload your CV and cover letter on our website (https://www.apg.nl/nl/vacatures/35321).
Applications for this position will be accepted until November 13th, 2017, inclusive. Subsequently, the CV selection will be carried out and you will be notified of the outcome.
Posted: 6 Nov 2017