Senior Portfolio Manager/Quantitative Researcher, Systematic Equity Strategies

As a Senior Portfolio Manager/Quantitative Researcher within the Systematic Equity Strategies (SES) team, you conduct research on and develop systematic equity investment strategies in which sustainability is fully integrated. You combine the latest insights from academic financial literature with results from in-house quantitative research and translate these, with the team, into implementable investment strategies. You collaborate with the portfolio managers in the team to achieve the best possible practical implementation. Your responsibilities include:

• Take initiative to conduct research to improve the investment strategy
• Document and communicate research results
• Implement research findings in the portfolio
• Assist in developing the infrastructure for data and systems
• Stay up to date with the latest developments in quantitative investing
• Fully integrate PFZW’s sustainability goals in the portfolio

On behalf of PFZW , we provide pension administration for 5.6 million Dutch people with a team of 1,850 colleagues. With assets under management totaling €243 billion, we are among the largest institutional investors in the world. You will be working in the Public Markets department of PGGM Asset Management.

PGGM Asset Management is a pioneer in factor investing and has managed quantitative equity strategies in-house since 2005. The Systematic Equity Strategies team, part of the Equities cluster within PGGM Asset Management, is responsible for the development, implementation, and daily management of these systematic equity strategies. The team manages an internally managed portfolio of approximately €5 billion and consists of a team of experienced researchers and portfolio managers (7 FTE). Early 2025, the team will update its investment philosophy and the portfolio from 2D to 3D investing. This means that risk, return and sustainability are all equally important and that every investment position can be justified from these 3 dimensions.

We are looking for a colleague with the following qualifications:

• An academic background in a quantitative field, such as Econometrics, Computer Science, or Mathematics
• At least 10 years of experience as Quantitative Researcher/Portfolio Manager
• An expert in  sustainability with a transition mindset
• VBA/CFA certification
• Proven track record in (factor) investing and portfolio construction
• Programming experience in Matlab, Python, or similar
• Strong communication skills, including good writing skills
• Analytical, accurate, and results-oriented

A first-class employer in the middle of the country (Zeist – with the intention to move to Utrecht within the foreseeable future) who offers you opportunities to develop yourself, within a world player in financial markets that – however – is about more than just money. A company in a dynamic environment, such as the implementation of the new pension contract but also the additional element of sustainability to the traditional risk and return investment theory. At PGGM you increase your professionalism by working together and sharing knowledge. You are given the freedom and responsibility to combine work and private life for a good life/work balance. An open and honest corporate culture is part of this. Finally, with your knowledge and dedication you can directly contribute to an affordable and sustainable pension for employees in the Healthcare and Welfare sector. In choosing to work for PGGM you are making a choice for society and yourself.

You can count on:

• A modern benefits package consisting of a salary in scale 11 or 12 of the Collective Labor Agreement, 8% holiday pay and a 13th month plus variable pay.
• A 36-hour or 40-hour working week. Flexibility in setting your working hours, up to 40 hours per week.
• A good pension scheme as a member of the PFZW pension fund (71% paid by PGGM, 29% by the employee).
• A training budget for internal and external training or education.
• 27 vacation days per year.
• A working from home budget to set up a healthy / responsible WFH workplace.
• Discount on CZ's supplementary healthcare insurance packages.

You can read more information about our employment conditions and salary scales in our Collective Labor Agreement, which you can find under 'Employment conditions' on pggm.nl/werken-bij.

You are most welcome to apply through our webiste, via the blue button.

Applications via mail will not be reviewed, we kindly request you to apply through the website in order to comply with GDPR regulations. Click here to learn more about how we process your personal data.

Please contact Tijmen, recruiter, via tijmen.muller@pggm.nl for more information about the role.