Job description / Role
• The quantitative researcher will work with the Head of Factor Investments to conduct research projects into all aspects of the systematic, absolute return investment process – alpha generation, portfolio construction and implementation across all asset classes, as well as the allocation framework to the various components.
• Additionally, the development and maintenance of reporting, portfolio analysis and performance attribution tools are important features of the role.
• Masters in Finance, Economics or Sciences, e.g. Mathematics, Statistics or Physics
• CFA qualification is a plus
• 5 years’ experience as quantitative researcher on buy or sell side, either in single or multi-asset class context
• Deep knowledge of Factset and Bloomberg
• Good SQL Server skills
• Coding skills – preferably good knowledge of Matlab but R, Python or similar is acceptable
• Excellent Excel and VBA skills
• Demonstrable knowledge of quantitative techniques and methods
• Thorough understanding of portfolio construction and risk management concepts
About the Company
A leading Information Technology company in Singapore.