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ernal stakeholders on key findings. Experience with Python and external data vendors (eg, Bloomberg, FactSet) is essential.
Key Responsibilities
Operate existing infrastructure to generate factor returns and other technical features across Asia Pacific and EM equity market
Identify, analyse and write reports on market dynamics, with a focus on identifying new trends and/or portfolio risk factors for client
Stay current with new research and emerging technologies including LLM/genAI to continuously enhance our quantitative methodologies
Develop new models for alpha generation, utilising a mix of proprietary and industry data
Engage with a range of institutional investors to share research insights and secure recognition for the team through research polls and surveys
Respond to requests for analysis and data from internal and external clients
Qualifications, Skills & Requirements
Bachelor's degree or above
Have at least 3 years' experience in a quantitative finance or equity strategy role, or equivalent
Solid understanding of statistical methods, with machine learning experience an advantage
Practical experience with Python and external data vendors (eg, Bloomberg, FactSet)
Highly motivated with strong interpersonal and team-oriented skills
Quick learner with an ability to work well within timelines
Interest in working within a collaborative and globally diverse culture
Shortlisted candidates will be invited to attend a written test and modeling assessment