UBS Global Asset Management provides investment products and services to institutional investors and wholesale intermediaries around the globe. Our clients include corporate and public pension plans, financial institutions and advisors, central banks as well as charities, foundations and individual investors. Our global organization combines a disciplined investment philosophy, the expertise of our investment professionals and an integrated investment platform to deliver superior investment performance to our clients.

The Senior Quantitative Portfolio Manager position requires an experienced portfolio manager with both research and implementation skills. In particular, we are looking for individuals with prior product development experience in developed markets. Further, the position requires good leadership skills and the ability to work independently and drive results. The position will be based in the New York area.

The main duties of the position are:

• Lead in the development of enhanced index equity strategies
• Responsibility for the performance of those strategies
• Ensure that risk-return characteristics of the strategies are consistent with client guidelines and objectives and external rules and regulations
• Effectively manage the portfolio’s risk characteristics to ensure that the risk decomposition, level of specific risk concentration, industry and factor exposures best leverage the models’ insights while avoiding uncompensated risk
• Implement portfolio changes in a cost efficient manner. Verify execution of model changes and ensure prompt action regard cash flows.
• Support and contribute to improving the team’s investment process in the areas of alpha signal construction, risk management and measure and transition cost estimation

Basic Qualifications

• At least 7 years experience as a quantitative portfolio manager
• Bachelors or International Equivalent
• Advanced degree in a quantitative discipline

Preferred Qualifications

• Candidates with a specific background in European Equities will be given special consideration
• Previous experience quantitative stock selection models
• Familiarity with latest academic literature on cross-sectional return characteristics, volatility and optimal portfolio construction
• Experience in optimization techniques, including non-linear optimization and integer programming techniques. Experience with modelling and configuration of large-scale problems is highly desirable
• Attention to detail and good judgment and timely decision making abilities are critical
• Strong organizational skills and the ability to work on multiple projects simultaneously
• Outstanding programming and development skills, preferably including SQL, MATLAB and VB/C#