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Quantitative Analyst, Asset Management

  • Full Time, onsite
  • 国泰君安国际 Guotai Junan International
  • Singapore, Singapore
Salary undisclosed

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About Guotai Junan International

Guotai Junan International is a major diversified financial services company, with core businesses in brokerage, wealth management and investment management. We are expanding our presence in Singapore to complement our existing operations in Hong Kong and China, and offer 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. The role is also expected to take on responsibilities in other business areas such as risk and operations.

The role offers the opportunity to build skills in discretionary and systematic investment strategies, work across different business areas and gain well-rounded experience in asset management.

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 promoting 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 visualisations 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 adhoc 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 (eg. engineering, physics, applied mathematics, statistics)
  • Familiar with equity factor risk models (eg. 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 (eg. Git) and workflow management tools
  • Fluent in spoken and written English

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-organised, 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

We offer attractive remuneration package and fringe benefits to the right candidate. Interested applicants please send detailed resume stating present & expected salaries and date of availability.

(Data collected will be kept strictly confidential and used for recruitment purpose only.)