Quantitative Investment Researcher

5 days ago


Singapore GUOTAI JUNAN INTERNATIONAL ASSET MANAGEMENT (SINGAPORE) PTE. LIMITED Full time
About Guotai Junan International Asset Management (Singapore) Pte. Limited

We are a leading diversified financial services company, with core businesses in brokerage, wealth management, and investment management. Our presence in Singapore complements our existing operations in Hong Kong and China, offering new financial products and services to our clients in the region.

About the Role

We are seeking an experienced Quantitative Analyst to join our Asset Management business in Singapore. This is a hands-on role with opportunities to work on a diverse range of quantitative research and development projects, such as building data pipelines, enhancing existing investment strategies, R&D of new systematic strategies, or implementing machine learning models.

Key Responsibilities
  • Conduct research on factor modeling, security selection, portfolio risk and construction, transaction cost modeling, and attribution analysis.
  • Develop quantitative analytics to support and enhance the discretionary equity investment process.
  • Collaborate with the equity investment team to integrate analytics into the investment workflow and promote data-driven decision-making.
  • Research and develop quantamental and systematic investment strategies.
  • Build and maintain data and ETL pipelines from multiple data sources, ensuring seamless data flow into on-premise data infrastructure.
  • Develop and maintain databases, implement stored procedures, and contribute to shared code libraries.
  • Write clean, modular, and reusable code, and ensure it is well-documented.
  • Create dashboards and visualizations to monitor data flows, fund performance, and risk.
  • Actively participate in regular team meetings.
  • Create and maintain documentation for processes and workflows to ensure compliance with risk and audit reviews.
  • Take part in ad-hoc projects and support other business areas such as operations and risk.
Qualifications and Experience
  • 3-5 years of experience in quantitative investment research and portfolio management.
  • Some software development or data engineering experience a plus.
  • Advanced degree (Master's or PhD) in quantitative discipline (e.g., engineering, physics, applied mathematics, statistics).
  • Familiar with equity factor risk models (e.g., Axioma, Barra) and portfolio risk/return attribution.
  • Experience developing quantitative equity stock selection models and working with discretionary equity strategies (long-short strategies preferred).
  • Experience developing and trading multi-asset strategies is an advantage.
  • Strong programming ability in Python, SQL, and shell scripting.
  • Experience with PostgreSQL or other database technologies.
  • Experience applying machine learning in finance industry is an advantage.
  • Familiar with version control systems (e.g., Git) and workflow management tools.
Attributes
  • Entrepreneurial mindset with a proactive approach to problem-solving and innovation.
  • Strong analytical skills with a passion for systematic strategies and data-driven investment research.
  • Collaborative team-player, yet able to work independently with minimal supervision.
  • Excellent project management skills with ability to handle multiple projects and deadlines.
  • Detail-oriented and well-organized, with a strong commitment to produce high-quality work.
  • Effective communicator with good written and interpersonal skills, able to articulate complex ideas clearly.
  • Curious and open-minded, willing to take on new tasks and expand expertise in different business areas.


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