
Quantitative Research Director
2 days ago
JH Partners Asia Company Limited SingaporePosted 2 hours ago In-Office Permanent Negotiable
- Posted by
- Cedia Wong- Senior ConsultantFollow
- My client is a well-funded wealthtech company based in Singapore with global exposures. Being one of the top 3 wealthtech companies with the various products they are offering to the public, they are now looking for a quantitative research director in Singapore.
**Responsibilities**:
- Develop and improve quantitative models used for constructing portfolios and managing risk. This involves considering factors like asset allocation, risk tolerance, and investment objectives.
- Collaborate with investment teams and senior management to gain a thorough understanding of investment strategies, risk parameters, and performance targets.
- Take the lead in researching and analyzing investment data, market trends, and financial indicators to identify potential risks and opportunities.
- Create and implement frameworks and tools for risk management, enabling the monitoring of portfolio risk exposures. This includes activities like stress testing and scenario analysis.
- Execute trades and actively manage trading activities, implementing quantitative trading strategies, optimizing execution algorithms, and enhancing trading infrastructure to achieve desired portfolio outcomes.
- Conduct detailed analyses of investment portfolios to identify areas for improvement and provide recommendations for optimization.
- Stay updated with industry best practices and emerging trends in quantitative portfolio construction and risk management techniques.
- Mentor and provide guidance to junior members of the quantitative research team, fostering their professional growth and development.
- Collaborate with cross-functional teams, including investment professionals, advisors, and technology experts, to implement quantitative solutions and ensure seamless integration with existing systems.
Minimum Qualifications:
- Hold a Master's or Ph.D. degree in a quantitative field such as finance, economics, mathematics, or statistics.
- Possess a track record of at least 8 years in quantitative portfolio construction and risk management within the financial industry.
- Demonstrate strong proficiency in programming languages like Python, R, or MATLAB, with experience in data manipulation and analysis.
- Have an in-depth understanding of financial instruments, asset classes, and investment strategies.
- Be familiar with risk management techniques, including MTL, VaR (Value at Risk), stress testing, and factor-based risk modeling.
- Exhibit excellent analytical and problem-solving skills, with the ability to translate complex quantitative concepts into actionable insights.
- Possess a strong grasp of statistical techniques and experience using statistical software packages.
- Have effective communication and presentation skills, enabling the clear explanation of complex concepts to both technical and non-technical stakeholders.
- Display leadership skills and the ability to collaborate effectively with cross-functional teams.
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