- Singapore
Kerja Sepenuh Masa, Senior Quant Researcher di Ashford Benjamin Ltd. - Maukerja
Kongsi
Simpan
Lokasi Kerja
Penerangan Kerja
Tanggungjawab
My client is a multi-strategy asset management platform founded in the late 2000s in Asia by former investment banking and hedge fund executives. Competing directly with global multi-strat giants across the region, the firm manages several billion USD in their flagship fund. With a prominent sovereign wealth fund as a strategic minority stakeholder, they benefit from deep institutional backing while maintaining the agility of a lean, high-performance shop. The firm has been growing aggressively and operates across multiple offices in Asia, Europe, and the Middle East. They are known for running a lean operation with high profitability per head and offer excellent total compensation and benefits.
Role Overview
We are seeking a Quantitative Risk professional to join the APAC Risk team, sitting on the Equities side. This is not an alpha generation role within a trading pod. You will be part of the central risk team, supporting the Equities desk across fundamental equities, index rebalancing, and event-driven strategies. The role can be based in Hong Kong or Singapore. If you are looking to run your own book, this is not the right fit. However, if you want exposure to how a top multi-strat manages risk across different equity strategies, it is worth a conversation.
Key Responsibilities:
- Support the Equities desk on risk management across fundamental equities, index rebalancing, and event-driven strategies.
- Work with factor-based signals (some stat arb exposure).
- Leverage strong Python skills and solid backtesting experience.
- Collaborate with the broader APAC Risk team.
Required Skills & Experience:
- Experience: Ideally 5–15 years as either a quant researcher at a financial institution or an equity quant researcher at a multi-strat fund.
- Focus: Factor-based signals (holding periods of days to a few months).
- Asset Class: Equity linear only.
- Technical Skills: Strong Python skills and solid backtesting experience.
- Mindset: Comfortable in a central risk support role, not seeking to run a personal book.
Please send your CV to Sarah Fan at *************, or call +************* for a confidential discussion.
Peringatan Penting
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