/ L'annuaire des offres d'emploi en Suisse Romande
n/a n/a Genève CH
full-time

Portfolio Manager

Entreprise
Brevan Howard Investment Products Limited, Saint-Hélier (Jersey), succursale de Genève
Lieu
Genève
Date de publication
01.05.2024
Référence
4604796

Description

MAIN DUTIES/RESPONSIBILITIES OF THE ROLE:
• Implement systematic crypto trading strategy in production and responsible for individual PnL
• Develop and improve algorithm trading framework
• Improve pricing/execution/ logic
• Monitor automated trading stacks including data, execution, risk
• Add/combines new alphas
• Periodically re-evaluate portfolio allocation and tilt strategy weights accounting for market regimes, liquidity conditions and risk events.
• Utilize machine-learning techniques to enhance signals.
• Monitor and trade execution, reconciliation, signal generation and portfolio risk exposure.

WORK EXPERIENCE / SKILLS:
• Proficient with one or more programming languages (Java, Python or C)
• Proven track record of strategy
• Deep understanding of strategy
• Strong researching skills
• Set portfolio asset allocation and hedging strategy to meet varying portfolio risk and return objectives
• Comfortable with NoSQL/relational databases
• Degree in Computer Science, Mathematics, Statistics, or equivalent field

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