Quant Index Research Manager – Smart Beta
We are currently seeking a high caliber professional to join our department as Senior Research Manager (Strategy / Smart Beta).
- Plan and execute Quantitative Research; Smart Beta / Strategy Index Series development;
- 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 firm’s Smart Beta index family through addressing market development and investment trend;
- Conduct quantitative research for new index development;
- Generate new index ideas through quantitative analysis and factor modelling; and
- Interact with various market stakeholders, such as regulators, stock exchanges, listed companies and index product issuers (fund managers & investment banks).
- At least 8 years of experience in quantitative analysis, factor modeling, risk management, portfolio optimization and financial modeling;
- Capable of leading independent projects;
- Programming proficiency in Python, R, Matlab, SQL and SAS;
- Knowledge of the latest machine learning and other AI technologies is a plus;
- 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
- Must speak Cantonese and English