Job Description
We are seeking a Quantitative Investment Strategist to join our Investment Strategy team within a MAS-licensed Capital Markets Services (CMS) environment. The role supports the development and enhancement of systematic investment research frameworks and quantitative models used to support investment decisionmaking processes for portfolios involving capital markets products. The successful candidate will work closely with portfolio management, risk management, compliance, and technology teams to support research, model development, and implementation in accordance with internal governance, risk management policies, and applicable regulatory requirements.
Job Responsibilities
- Conduct quantitative research to support development of investment strategies and portfolio signals
- Develop and enhance statistical models and data-driven methodologies for analysis of financial markets
- Analyse macroeconomic, fundamental, and market datasets to generate research insights and investment indicators
- Support development of systematic investment models using statistical and machine learning techniques for research purposes, subject to internal governance and approval processes
- Assist in implementation of quantitative models into production systems in collaboration with technology teams
- Perform model validation, performance monitoring, and post-implementation analysis
- Work with risk management and compliance teams to ensure alignment with internal policies and regulatory requirements
- Undertake ad-hoc research and analytical tasks as assigned by senior management
Job Requirements
- Master's or PhD in Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or related quantitative discipline
- Strong programming skills in Python required knowledge of C++, Java, or R is an advantage
- Strong foundation in statistics, probability, econometrics, or related quantitative methods
- Experience in quantitative research, investment analysis, or systematic strategies within asset management, hedge fund, securities, or regulated financial institutions
- Familiarity with capital markets products such as equities and derivatives
- Knowledge of risk management concepts and model validation processes preferred
- Exposure to machine learning techniques (e.g. regression, classification, clustering) is an advantage
- Experience in MAS-regulated or CMS-licensed environments is preferred
- Strong analytical and problem-solving skills with attention to detail
- Strong written and verbal communication skills in English for professional communication with internal stakeholders
- Ability to work independently and collaboratively in a structured and regulated environment
Employment Details
Employment Type: Full-time
- Job Level: Associate / AVP
- Work Arrangement: Office-based (as required by business needs)
- Industry: Financial Services / Capital Markets / Asset Management
