Shell Senior Portfolio Manager Quantitative Equities in Rijswijk, Netherlands
Senior Portfolio Manager Quantitative Equities
No. of Positions:
Shell Asset Management Company B.V. (SAMCo) in Rijswijk is the dedicated in-house asset manager for the Royal Dutch Shell plc group, sponsored pension funds and insurance companies and currently manages around USD 90 billion of assets for its clients.
SAMCo is supervised by the Authority for the Financial Markets (AFM) and the Dutch Central Bank (DNB). The company is internationally oriented with clients in 10 different countries and approximately 160 employees. SAMCo’s objective is to provide high quality and cost effective investment advice and asset management services to its clients.
On behalf of its clients, SAMCo invests in fixed income, equities, and alternative investment categories such as private equity funds and other investment funds, all over the world. Specific parts of the activities are also outsourced to external managers. Continuous change in financial markets and regulations as well as the diversity of SAMCo’s clients and the products they invest in, make it a professionally challenging environment to work in. By joining SAMCo you will benefit from a high quality professional work environment that will help to propel your career.
We are currently looking to recruit a Senior Portfolio Manager Quantitative Equity to join the Quantitative Equity department of Shell Asset Management Company BV (SAMCo) in Rijswijk. This individual has a master’s degree, preferably in Finance or Econometrics with at least ten years of working experience in quantitative equity portfolio management, preferably in the pension or insurance industry. You will become part of the Quantitative Equity team of currently 5 individuals that manages security selection portfolios for a number of small cap and enhanced style portfolios, and core replication portfolios in a global context. The portfolio manager will frequently interact with the other team members, the team lead, as well with members of the other (investment) departments.
Your role / scope:
We are looking to recruit an individual with a master’s degree, preferably in Finance or Econometrics with at least seven years of working experience in quantitative equity portfolio management. You will become part of the Quantitative Equity team of 5 individuals which manages stock selection portfolios, systematic strategies, enhanced style portfolios and core replication portfolios in a global context. The senior portfolio manager will frequently interact with the other team members, the team lead, as well with members of the other (investment) departments.
The responsibilities include:
•Contribute to the improvement of the Quantitative Equity Product by researching and supporting the development of new quantitative equity investment strategies.
•Assisting in improving existing active strategies. The portfolio manager is expected to research/ introduce new stock selection techniques/ variables which will add new insights to stock selection.
•Supporting the research for and development of a global style rotation framework, thereby introducing new ways of justifying over- and underweighting certain global style portfolios.
•Researching the use of different risk models and investigate risk characteristics of existing active and core replication portfolios.
•Daily management of core replication portfolios and small cap quant portfolios, including monthly rebalances thereby taking into account agreed-upon risk-return profiles and client guidelines.
•Maintaining and extending the current network of contacts, which includes investment professionals of banks and brokers, research providers and other asset managers.
•IT-related projects relevant to the team.
The equity team manages around EUR 14 billion of assets both in core replication as well as in systematic active portfolios.
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Shell Nederland BV is a platform for international collaboration, with Shell offering direct employment to around ten thousand people in the Netherlands alone, including roughly 2,800 non-Dutch employees from around 80 countries. Diversity is key at Shell Nederland, and our employees reflect the innovation that stems from a diverse workforce. By joining Shell Nederland, you will benefit from an unrivalled industry-leading development programme that will see you tap into a pool of expert knowledge that will help propel your career. Shell Nederland is the holding company of most Shell companies operating in the Netherlands. Shell Nederland also has an advisory and coordinating role in numerous areas.
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Rijswijk - Kessler Park
What do we need from you
•We are looking for an experienced portfolio manager from an asset manager, bank or other financial services company with working experience in the field of quantitative equity investments;
•You will have a Master’s degree, preferably in Finance, Econometrics, and/ or a strong financial accounting knowledge;
•A CFA or alternative financial certification (e.g. VBA) is a plus;
•You have an ambition to manage quantitative equity portfolios within an asset manager, in a demanding, constantly changing, and performance oriented work environment;
•Proficiency in quantitative techniques and/ or programming skills in Excel VBA and/ or MATLAB is a plus;
•A good verbal and written command of the English language;
•You have strong analytical and problem-solving skills and the ability to work independently within the context of the quantitative equity team.
•A strong ability to convey investment opinions in a structured manner, combined with strong communication and interpersonal skills.
•You’ll be effective at building relationships, and at influencing and negotiating in a challenging environment; and
•A hands-on team player mentality who enjoys collaborating with an international group of experienced investment professionals.
A competitive remuneration package based on the prevailing conditions, policies and legislation in the Netherlands will be offered for this position.
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