Key Responsibilities
- Perform portfolio rebalancing on existing indices
- Develop new risk and factor-based investment strategies
- Portfolio optimisation and programming in R
- Production of back-testing
- Perform quantitative research
Knowledge and Experience (2-3 Years Experience)
- Knowledge of financial markets and products
- Advanced coding skills, R programming preferred but not required
- Good understanding of Bloomberg market data a plus
- Highly motivated with strong analytical and quantitative skills
- Good communication skills and intellectual curiosity
- Master’s degree or PhD. in financial engineering, statistics, mathematics, or similar quantitative field from a top university or school