About the role
AI summarisedThis is a 12-month contract Associate/Senior Associate role in the Quantitative Strategy team at Temasek, a global investment company. The role focuses on quantamental investing, involving signal research using traditional and alternative datasets, portfolio construction, and performance monitoring. The ideal candidate has a quantitative background, 2-4 years of finance experience, and strong Python and statistics skills.
BusinessFull-time
Key Responsibilities
- Signal research: leveraging traditional/quant and alternative datasets with a focus on searching for alpha positive ESG factors
- Portfolio construction: assisting the team in applying techniques to forecast stock alphas from individual signals and then further translating these into portfolio weights (accounting for systematic risk, stock-specific risk, and where alpha is expected to be generated)
- Monitoring the execution of that portfolio and providing insights into performance drivers, with actionable feedback into improving upstream processes of portfolio construction and execution
Requirements
- Graduating Masters or PhD candidate in a quantitative field (such as Financial Engineering or Masters/PhD in quantitative subjects like statistics, math, hard sciences with a demonstrated applications/analyses in Finance)
- 2-4 years of prior work experience in finance (sell-side or buy-side experience will be considered). Preference for prior experience in quantitative investing at buy-side firm.
- Programming (python preferred) and statistics skillsets are required
- Candidates with experience in portfolio optimisation techniques (convex optimization) and equity factor models and risk systems (Barra/Axioma etc.) will have an advantage