Head of Smart Beta Research & Strategy
Responsibilities
- Drive the development of Smart Beta / Strategy Index Series to achieve business goal;
- Plan and execute Quantitative Research and Smart Beta / Strategy Index Series development;
- Lead a team of professional to:
- Formulate infrastructure, including IT system and analytics tools, for Quantitative / Strategy / Factor Research
- Expand Smart Beta index portfolio through constructing Factor / Quantitative Model, understanding market trend and interacting with market participants
- Upkeep the methodology of Smart Beta index family through addressing market development and investment trend;
- Conduct quantitative research for new index development; and
- Generate new index ideas through quantitative analysis and factor modelling
- Interact with various market stakeholders, such as regulators, stock exchanges, listed companies and index product issuers (fund managers & investment banks); and
- Promote the Family of Indexes through giving public presentation.
Requirements
- Fluent in spoken Cantonese
- At least 8 years of experience in quantitative analysis, factor modeling, risk management, portfolio optimization and financial modeling;
- Programming proficiency in Python, R, Matlab, SQL and SAS;
- Knowledge of the latest machine learning and other AI technologies is a plus;
- Sound fundamental knowledge of financial markets;
- PhD in Math/Science/Engineering or Quantitative Finance area or equivalent experience; CFA Charterholder preferred; and
- Exceptional ability to explain, communicate and present complicated investment strategy.
- High level of custom centricity mindset with dedication to deliver exceptional quality services for customers