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Data Driven Portfolio Manager

Location: New York, NY, United States
Date Posted: Jul 9, 2019

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Job Description

Marketing Statement

About Tokio Marine:

Tokio Marine has been conducting business in the U.S. market for over a century and we are licensed to write all lines in 50 states, Puerto Rico and the District of Columbia. We provide unique insurance and risk management tools from our experienced staff of account executives, underwriters and loss prevention engineers and fair and timely claim settlement from a skilled team of claim professionals.   We work with major brokers and leading independent insurance agents throughout the United States to serve the world's largest and most distinguished organizations. 

We are committed to creating value for our customers by providing ANSHIN (safety, security and peace of mind).  We strive to be creative and passionate as we work towards our long-term success. 

Tokio Marine Holdings is Japan's oldest, and one of the largest property and casualty insurers. Founded in 1879, TMNF operates worldwide in 38 countries. With annual revenues of approximately $18 billion and an A.M. Best rating of A++, one of the highest in the industry, we are one of the top 20 insurance providers worldwide.

Duties

 

Job Summary:

  • Responsible for design and deployment of systematic event-driven strategies, and jointly responsible for design and deployment of systematic multi-asset factor investment strategies.

  • Manage the entire data driven investment processes from vendor selection, data engineering, alpha research, trade execution, to pitch book development.    

  • Serve as a strategist for Chief Investment Officer’s discretionary quantitative macro fund through generating analytics on market structure and fund performance on a daily basis overnight.

Essential Job Functions:

Data:

  • Identifying, meeting, and building relationships with data vendors.

  • Procuring, analyzing, and selecting dataset.

  • Clean data and make data available and accessible for alpha generation.

  • Designing, developing, and maintaining data scrapping mechanisms to accumulate data from the web.

  • Designing, evaluating, and implementing methodologies to analyze alternative data (i.e. textual).

  • Designing, evaluating, and implementing new methodologies to analyze financial data (i.e. machine learning)

Alpha generation:

  • Performance statistical research and back testing on financial and alternative data to develop systematic strategies.

  • Work closely with Chief Investment Officer and traders to implement and execute strategies.

Infrastructure:

  • Selecting, implementing, and maintaining database systems.

  • Designing, developing, and maintaining market structure reporting system.

  • Selecting, implementing, and maintaining alpha generation research and back testing system.

  • Selecting, implementing, and maintaining order and execution management system.

  • Designing, developing, and maintaining overnight report generation and deliver systems.

  • Selecting, implementing, and maintaining high performance distributed computing systems.

Marketing:

  • Designing, and developing marketing materials.

  • Writing, and conducting research for academic publications.

  • Conducting research for, and presenting at industry conferences.

Strategy:

  • Follow the recent trends in use of alternative data/big data in finance through attending academic and industry conferences.

  • Educate shareholders/stakeholders on topics such as artificial intelligence, machine learning, and data science through periodic written publications and in-person meetings.

  • Build and communicate actionable plans to modernize the firm’s data, research, and trading infrastructures.

  • Build and communicate actionable plans to build business around data science and factor investing capabilities.

Qualifications

  • Master’s degree in Quantitative Finance, Statistics, Computer Science, Mathematics, Engineering (any), or a related field of study, plus one (1) year of experience with quantitative fixed income investment analysis, portfolio management, and risk control.
  • Flexibility in assessing client needs and delivering results.
  • Excellent skills in teamwork and communications.

EEO Statement

Tokio Marine Management is an Equal Opportunity Employer. In order to remain competitive we must attract, develop, motivate, and retain the most qualified employees regardless of age, color, race, religion, gender, disability, national or ethnic origin, family circumstances, life experiences, marital status, military status, or sexual orientation.

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