Temasek is a global investment company headquartered in Singapore, with a net portfolio value of S$434 billion (US$324 billion, €299 billion, £250 billion, and RMB2.35 trillion) as at 31 March 2025. Marking our unlisted assets to market would provide S$35 billion of value uplift and bring our mark to market net portfolio value to S$469 billion.

Our Purpose So Every Generation Prospers guides us to make a difference for today's and future generations.

Operating on commercial principles, we seek to deliver sustainable returns over the long term.

We have 13 offices in 9 countries around the world: Beijing, Hanoi, Mumbai, Shanghai, Shenzhen, and Singapore in Asia; and Brussels, London, Mexico City, New York, Paris, San Francisco, and Washington, DC outside Asia.

For more information on Temasek, please visitwww.temasek.com.sg.
For Temasek Review 2025, please visitwww.temasekreview.com.sg.
For Sustainability Report 2025, please visithttps://www.temasek.com.sg/content/dam/temasek-corporate/sustainability/2025/Temasek-Sustainability-Report-2025.pdf.

Introduction

Our Portfolio Strategy & Risk Group (PSRG) actively guides the firm's investment activities and drives sustainable returns, while protecting the portfolio and the institution. The group actively explores overlay and alternative portfolio strategies to enhance our portfolio returns.

The Quantitative Strategy team is a part of PSRG and supports it activities through 3 key areas:

Building a recurring income portfolio,
Quantamental investing to complement the firm's fundamental bottom-up investing;
Alpha generation and portfolio construction, where the team looks at a number of strategies to enhance risk-adjusted portfolio returns.

Responsibilities

The role will be focused on the Quantamental investing workstream. The candidate will be working on 3 key areas:

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

Associate/Senior Associate (12 months contract), Quantitative Strategy