Quantitative Research Specialist

2 weeks ago

Singapore beBeeResearch Full time

Job Overview:

We are seeking a highly skilled Quantitative Research Specialist to join our team. The ideal candidate will have a strong background in quantitative equity investment research and portfolio management.

Key Responsibilities:

  • Lead and conduct quant research activities in areas such as factor modeling, security selection, portfolio risk and construction, transaction cost modeling and attribution.
  • Gain a good understanding of the discretionary equity investment process and develop suitable quantitative analytics and inputs to augment the process and improve outcomes, in collaboration with the discretionary equity team.
  • Productionise and integrate quantitative analytics and tools into the investment process and workflow.
  • Provide quantitative research and analysis support to the discretionary equity investment team.
  • Champion the use and adoption of quantitative analytics and tools in the discretionary equity investment process.
  • Develop dashboards and visualisations relevant to support the equity investment process.
  • Contribute to client marketing efforts as and when required.
  • Recruit, manage and mentor junior team members as and when required.
  • Participate in the development of high quality data infrastructure and reporting capabilities including shared code libraries.
  • Actively lead and participate in regular quant team meetings.
  • Participate in regular discretionary equity team meetings when appropriate.
  • Lead and/or participate in adhoc projects as and when required.

Requirements:

  • Eight or more years relevant industry experience in quantitative equity investment research and portfolio management (additional experience in other assets classes a plus).
  • Master's or PhD degree in quantitative field such as engineering, physics, applied mathematics, statistics etc.
  • CFA is a plus.
  • Possession of a good general understanding of global financial markets and specific equity asset class expertise.
  • Experience working with dynamic discretionary equity strategies and investment processes (long-short and absolute return strategies an advantage).
  • Good understanding and practical application of equity factor risk models (eg. Barra, Axioma).
  • Good understanding and practical application of portfolio risk analysis and risk and return attribution.
  • Experience with market, industry, style, company and equity security analysis.
  • Strong programming ability in Python and SQL.
  • Experience creating and using data visualisation tools (eg. PowerBI, Tableau).
  • Experience with version control systems and DevOps tools (eg. Git, Bitbucket).
  • Experience with workflow management tools (eg. Prefect, Airflow).
  • Knowledge and application of machine learning and LLMs a plus.
  • Fluent in spoken and written English and Chinese.

Attributes:

  • Collaborative and enjoys working in a team but also able to work well independently.
  • Entrepreneurial and energetic self-starter.
  • Well-organised with good attention to detail.
  • Articulate, good written communication ability and good interpersonal skills.
  • Broad-minded and open to debate and challenge.
  • Intellectually curious and innovative.
  • Diligent with strong sense of responsibility.
  • Good project and time management ability.

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