(senior) Quant Developer

Are you a passionate (senior) Quant Developer who can add value to a systematic investment process that is characterized by a team approach? Are you drawn to programming, financial data sets, equity markets and responsible investing? Do you want to contribute to the research and development of the systems of one of the largest global quantitative equity portfolios that is managed out of Europe? Then this vacancy in APG’s renowned Quantitative Equities team will suit you.

APG’s Quantitative Equities team manages systematic investment strategies on behalf of four Dutch pension funds. The team is responsible for the research, development and portfolio management of the quantitative investment strategies. The portfolios have about EUR 70 billion in assets under management across our three core portfolios in Developed Markets, Emerging Markets and Minimum Volatility.
 
The main activity of this role focuses on connecting APG’s custom built data platform with the team’s Matlab library to support researchers and portfolio managers. As a Quant Developer you will focus on the following responsibilities within the team:

• Get a profound knowledge of the APG’s custom built data platform (Equip) and Matlab libraries
• Maintain and develop Matlab code for data quality management, backtesting investment strategies (research) and for prototyping portfolio management tools
• Gain and share expert knowledge of financial data sets (e.g. Worldscope, IBES, MSCI Barra) and SQL databases (e.g. Thomson Reuters, APG Equip)
• Take application ownership of the data platform, and representing the team in meetings and discussions with stakeholders within APG
• Contribute to and participate in big data/ artificial Intelligence projects in the future

As a full member of the team you will bear the responsibility of the portfolio performance and as such actively participate in team meetings and discussions on research and portfolio management.

You will work in APG’s Quantitative Equities team within the business unit Asset Management. You will join a diverse team of 10 professionals with various nationalities, who are managing the internal systematic equity portfolios. Due to the uniqueness of APG’s client base, the team can focus on investment and research activities for the longer term. The team is supported by IT programmers, data managers, a dedicated trade desk, and ESG specialists. You will be based in Amsterdam, the Netherlands.

Job requirements

The (senior) Quant Developer we are looking for is a flexible team player who likes to help colleagues and contribute to the success of the team. You enjoy programming, solving a problem and approaching it from different perspectives. You communicate effectively with stakeholders throughout the organization and are a good organizer who creates order and focuses on time lines and results. Drive and a proactive and creative working attitude come naturally to you.

Furthermore we ask for:

• Programming skills (Matlab & SQL are preferred) and the ability to handle large datasets
• At least 3 years of experience in a similar role as Quantitative Developer
• A master’s degree or a PhD in Quantitative Finance, Artificial Intelligence, Computer Science, IT, Data Science, Engineering or related fields
• Well developed written and verbal communication skills in English
• Interest in financial markets and knowledge about financial datasets is preferred

Offer

APG is a pension provider that organizes the pensions for 4.5 million people on behalf of several pension funds. We provide the pensions of one in every five families in the Netherlands.
 
APG Asset Management is one of the largest pension asset managers in the world. We leverage all our experience, expertise and innovative power to invest the pension assets of our clients and their participants cost effectively. We contribute to a quality, affordable pension by achieving a stable, sustainable long-term return with responsible risks. For APG Asset Management, innovation and personal development are the way to keep a leading edge in pension asset management. Do you love your profession as well as a challenge? APG Asset Management offers plenty of challenges.

APG believes good employment practices are essential. In addition to a market level salary, a quality pension scheme and a year-end bonus, we also offer extensive opportunity in training and personal development. APG is proud to have earned the Top Employer and Top ICT Employer titles since 2008.
 
We believe that diversity promotes a broader vision and better decision-making. Engagement and respecting cultural differences contribute to our corporate objectives. Everyone is welcome to apply.

Interested?

For more information about this position, please contact Freek Fischer, Recruitment, at +31 (0)6 22 22 52 97. If you are the person we are looking for, click on the apply button, complete the form and upload your CV and covering letter.
 
Applications for this position will be accepted until Thursday the 20th of April 2017 inclusive. Subsequently, the CV selection will be carried out and you will be notified of the outcome.

Acquisition by third parties is not appreciated.