Overview In this role you will strengthen BAM's Systematic Trading risk framework by leading daily and intraday portfolio analysis, refining risk processes and backtesting methodologies, and developing metrics for short-term strategies. You will partner with systematic PMs and management to monitor risk, share insights, and support Investment Committee decisions. This is a hands-on, impact-focused position in a globally connected, research-driven team.
Responsibilities- Conduct daily and intraday analysis on Systematic portfolios
- Review process, architecture, simulation and backtest methodologies for Systematic portfolios
- Refine manager selection and performance assessment with macro/thematic drivers and crowding analysis
- Develop risk management methodologies and metrics for shorter-term systematic strategies; build monitoring tools
- Contribute to BAM's risk analytics, processes and reporting within Systematic and elsewhere
- Build relationships with systematic PMs globally and with the Global Head of Systematic
- Provide input in weekly Global Risk committee discussions and advise Investment Committee on risk rewards
- Report to Co-heads of Systematic and Event Risk
Key requirements- Advanced degree (Masters or Doctorate) in a quantitative discipline
- 10+ years in quantitative finance as risk manager / portfolio manager / quant trader
- Strong programming skills in Python or C++/C#
- Well-versed in equity statistical arbitrage
- Familiar with equity factor models
- Strong communication skills
- Rigorous research and analytical skills; practical problem-solving; ownership and attention to data quality
- Strong communication
- Creative and motivated
- Hard-working
- Python
- C++
- C#
