Director, Quantitative Investment Strategy — *leading Chinese Investment Bank* recruitment
KEY RESPONSIBILITIES
- Develop Alpha strategies in local as well as global equity markets;
- Develop factor risk models, optimization, back-testing, performance attributions and other quantitative investment methods;
- Build rigorous and innovative quant investment process in all aspects.
PROFESSIONAL EXPERIENCE / QUALIFICATIONS
- Strong background in econometrics, statistics, and finance, Master Degree and above. PhD preferred;
- At least 8 years experience in a quantitative trading, risk or investment related role
- Investment experience in the capacity of investment strategist or researcher in the areas of quant equity, stat-arb, systematic global macro or other related fields;
- Advanced statistical modeling skills;
- Excellent data modeling ability; experience with large dataset; familiarity with major databases such as Compustat, CRSP, Bloomberg, etc.;
- Proficient with one or several of the following programming languages: R, S-plus, Matlab, SAS, C#, C/C++.
Interested candidates please send an updated CV in English to Alvin Wee using the "Apply Now" button below.
March 2, 2012
• Tags: Asset Management careers in the China, Director, Quantitative Investment Strategy -- *leading Chinese Investment Bank* recruitment • Posted in: Financial