Head of Quantitative Strategy

We are seeking a Head of Quantitative Strategy to be responsible for and accountable to the Private Bank and Wealth Management (PBWM) Global Head of CIO Office, and the rest of the organisation for the PBWM quantitative strategy.

The role holder will determine our Strategic Asset Allocation (SAA) for all divisions across PBWM, discretionary as well as advisory. The Head of Quantitative Strategy will also oversee developing quantitative strategy views over time, notably developing capabilities to analyse clients’ portfolios from a quantitative point of view.

Key Responsibilities:

• Provide expert input and content on investment-related topics
• Manage product development initiatives, including oversight of colleagues and their performance, implementation of departmental goals and objectives, oversight of department efficiency and effectiveness
• Develop and implement policies and procedures for product development
• Manage product development risk, including identification of potential risks, development of strategies to mitigate those risks, and maintenance of alignment between the bank’s product development and compliance functions
• Stay up to date with regulatory changes to ensure that all content provided to clients aligns with current requirements and standards
• Organise and facilitate the PBWM main internal meetings (GMC and GIC) ensuring smooth coordination and effective communication among stakeholders

Key Accountabilities:

• The role holder is responsible for the quantitative analysis views as well as the SAA that will be translated into investments and recommendations to clients
• Develop internal and proprietary models to reach goals while constantly seeking opportunities to automate processes and enhance resiliency in processes
• Develop several sets of SAAs to address all stakeholders’ needs, including listed as well as private assets
• Ensure that PBWM investment teams are well aware of the SAA and all quantitative views, and that those views are used to generate additional revenues and enhance the image of the private bank within the industry

Requirements:

• A PhD in a quantitative field with several years of experience successfully running a SAA
• Strong understanding of the Private Banking business, especially in relation to family offices and UHNW quantitative needs
• Up to date with the latest developments in quantitative finance (AI, machine learning, big data, etc.)
• Team player with the capacity to work with Group stakeholders, while being able to think independently