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Head of Quantitative Research, Multi-Asset Solutions

Salary undisclosed

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Fixed income Multi Asset, Global Macro

Client Background

They are a leading global long term investment firm. One of the world’s largest sovereign wealth funds, investing in more than 40 countries across asset classes and businesses. Managing broad array of asset classes – global interest rate, inflation, currency, equity, credit, commodity and volatility.

Responsibilities

  • Lead and mentor a team of Strategists to enhance the global macro team’s investment process
  • Screen investment opportunities, conduct FVT analysis and perform nowcasting/forecasting for insights
  • Quantify potential portfolio risks and provide portfolio construction related recommendations
  • Monitor asset movements, identify market trends and provide insights.

Requirements

  • Advanced degree in Mathematics, Statistics, Physics, Computer Science, Engineering or Economics
  • Min 8 – 12 years of experience in quantitative role within finance as a Macro Quant
  • Excellent understanding of Macroeconomics, Fixed Income Instruments, Options and Derivatives
  • Proficiency in R or Python and SQL

Email: [email protected]

We regret that only shortlisted candidates will be notified.

GMP Technologies (S) Pte Ltd | EA Licence: 11C3793 | Nurul Amirah | Registration No: R22108940
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