Quantitative Equity Analyst - Singapore - Full-time Position
- Permanent, Full time
- EDHEC Scientific Beta
- 18 Mar 19
As part of its policy of transferring know-how to the industry, EDHEC-Risk Institute has set up ERI Scientific Beta. ERI Scientific Beta is an original initiative which aims to favour the adoption of the latest advances in smart beta design and implementation by the whole investment industry. Its academic origin provides the foundation for its strategy: offer, in the best economic conditions possible, the smart beta solutions that are most proven scientifically with full transparency of both the methods and the associated risks.
As of June 30, 2018, the Scientific Beta indices corresponded to USD 34bn in assets under replication. With offices in Boston, London, Nice, Singapore and Tokyo, ERI Scientific Beta has a dedicated team of 52 people who the cover client support, development, production and promotion of its index offering.
As part of its international development programme and in order to strengthen its index development activity the EDHEC group, one of Europe’s leading research and teaching institutions, is recruiting a Quantitative Equity Analyst for ERI Scientific Beta in Singapore.
The successful candidate will contribute to Scientific Beta's product development in equity factor investing by providing development and validation of systematic equity investment strategies and statistical tools for performance and risk analysis:
- Validation and replication of systematic equity strategies through independent backtests;
- Development and validation of statistical tools to assess the robustness of equity factor strategies;
- Ensuring the technical documentation of statistical tools, investment strategies and validation procedures.
- Master degree in the financial field from a leading institution;
- At least 2-3 years of experience;
- Programming skills in Matlab is mandatory.
Required skills and experience
The successful candidate will be a quantitative equity analyst with significant skills in the backtesting of systematic equity investment strategies and the development of statistical tools to assess performance and risks. The position requires a Master’s degree in Finance, Financial Engineering or a related discipline from a leading institution and experience of several years in quantitative analysis obtained within a provider of analytic tools, an investment bank, or an asset management firm. The candidate needs to have a high knowledge of Matlab for financial computations, particularly in the area of portfolio construction and statistical analysis. Other programming skills would be a plus. Capacity to document work processes and communicate effectively with different stakeholders is necessary. Experience in equity index calculation and working with equity index constituent data would be a plus. Written and spoken English is essential, and French would be a plus. The salary will be determined according to the EDHEC pay scale, based on the candidates’s qualifications and prior experience.
For more information about ERI Scientific Beta, please visit www.scientificbeta.com or https://www.youtube.com/channel/UCRL91F-LvhLPc9M9OD7LQgA
To apply, please click the Apply button below.