AVP, Systematic Investment Group, Quantitative Researcher/Portfolio Manager - Equities
Singapore, 01, SG
Systematic Investment Group (SIG) – Equities
SIG seeks to invest in public market securities using a systematic investment process with a mid to long-term horizon. The team manages multiple investment strategies and portfolios, ranging from long-only equity, fixed income, credit, commodity, foreign exchange (FX) strategies, to multi-asset long-short. The team’s objective is to generate alpha, using quantitative models that combine data, technology, and advanced analytics.
We are looking for a suitable candidate to join our quantitative equities team as a Quantitative Researcher/ Portfolio Manager. This individual will play a leadership role in researching, designing, and implementing multi-factor models to be implemented in benchmark relative and market neutral global equity portfolios.
Key Responsibilities
- Design and develop orthogonal equity factors/signals to aid return prediction.
- Implement and develop multi-factor models in the areas of stock selection, portfolio construction and risk modelling.
- Work with large datasets and conducting statistical/financial analysis.
- Work with execution team on optimal execution of trading strategies and analysis.
- Monitor and manage portfolios on a day to day basis.
Requirements
- A graduate degree (Ph.D./ MS) with a strong record in a quantitative discipline – ie engineering, computer science, and applied sciences. Background in Financial Engineering, mathematics, and statistics would be viewed favourably.
- 5 to 10 years’ experience in quantitative equity research and portfolio management.
- Relevant experience researching and testing alpha signals.
- Extensive experience in programming languages, databases and tools. Knowledge in R, Python or other similar languages is essential.
- Familiarity with risk models and equity portfolio construction methodologies.
- Good communicator and able to distil and communicate complex concepts and ideas.
- Detail oriented, able to “get things done”, and a collaborative personality.
- A passion for data, technology and investing.