About the role
12-month contract role within Temasek's Quantitative Strategy team focused on quantamental investing. The associate will conduct signal research using alternative datasets to identify alpha-positive ESG factors, build portfolio construction models, and monitor execution performance.
InvestmentOnsite
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