Senior Quantitative Researcher

GUOTAI JUNAN INTERNATIONAL ASSET MANAGEMENT (SINGAPORE) PTE. LIMITED; Singapore; On-site; SGD 80,000 - 120,000; Full time

Job summary

A finance and investment company in Singapore is seeking an experienced quantitative equity researcher. This role involves leading quantitative research efforts, integrating analytics into investment processes, and mentoring junior team members. The ideal candidate has over eight years of relevant experience and holds a Master's or PhD in a quantitative field, with strong programming skills in Python and SQL. Fluency in English and Chinese is essential for communication with headquarters in Hong Kong and Shanghai.

Qualifications

• Eight or more years of relevant experience in quantitative equity investment.
• Passion for quantitative research and investment management.
• Experience with equity factor risk models.

Responsibilities

• Lead quant research activities and portfolio construction.
• Integrate quantitative tools into investment processes.
• Contribute to client marketing efforts.

Skills

Quantitative research

Python

SQL

Data visualization tools

Machine learning

Good communication in English and Chinese

Education

Master's or PhD in quantitative field

Tools

PowerBI

Tableau

Git

Bitbucket

Prefect

Airflow

Job description

Role and 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
• Passion and enthusiasm for quantitative research and investment management
• 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. We need a good command in Chinese language to correspond with our HQ in both Hong Kong and Shanghai.

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