Quantitative Research Analyst – AsiaPac Vice President

  • Market Rate
  • Singapore Singapore Singapore SG
  • Permanent, Full time
  • State Street
  • 23 Apr 18 2018-04-23

State Street Quantitative Research Analyst – AsiaPac, Assistant Vice President The Quantitative Research Analyst at State Street Associates (SSA) is responsible for both preparing in-depth analysis of client portfolios and advancing innovative new research as well as responsible for contributing to the development of new

State Street

Quantitative Research Analyst – AsiaPac, Assistant Vice President

The Quantitative Research Analyst at State Street Associates (SSA) is responsible for both preparing in-depth analysis of client portfolios and advancing innovative new research as well as responsible for contributing to the development of new investable indices to be used in investment products. The qualified individual will apply skills in quantitative finance and economics to develop and test specific investment strategies. The duties of the position require that the Quantitative Research Analyst apply knowledge of complex economic principles, financial analysis, and mathematical techniques. This person will be the principal researcher for the Asia Pacific region and reporting to the head of advisory for APAC.  If successful, the analyst will have the opportunity to advance into a research leadership role and helping to drive the research agenda.

Specific responsibilities of the position include the following:

  • author bespoke research reports on a range of investment topics including portfolio optimization, risk stress-testing, and strategy back-tests;
  • build and test new applications of State Street’s turbulence and systemic risk indices and daily inflation series, and summarize findings clearly and concisely in white papers and write-ups as applicable to Asia Pacific markets;
  • present results to Asia Pacific clients in meetings and on conference calls, balancing the need for details with explaining broad concepts and findings;
  • create and execute customized advisory project plans for clients in the region;
  • perform periodic investment model updates for clients as needed;
  • proactively monitor trends in research and published academic articles
  • contribute robust code and templates to team repository;
  • supervise and train interns and new team members as assigned;
  • collaborate on joint research with other teams within State Street Associates, State Street Global Markets (SSGM) and State Street Global Advisors (SSGA).
  • build and maintain strong working relationships in the region
  • research code base for investment model development
  • contribute to investable index development from concept to completion, collaborating with senior researchers around the globe and supervising junior staff as needed
  • Create and deliver exceptional presentations to clients, including CIOs, pension boards, asset managers, and other key stakeholders
  • Lead client projects for customized index development
  • Develop and test quantitative research hypotheses with a focus on practical implementation
  • Backtest systematic investment strategies

Qualifications

  • 7-10 years’ experience working in asset management industry or similar, with a focus on quantitative modeling and investment research; prior experience in a client-facing role is desired
  • Graduate degree in a quantitative field such as finance, economics, mathematics, or a related discipline. 
  • Exceptional written and oral communication skills; strong public speaking experience  
  • Ability to think outside the box and solve client challenges while clearly presenting solutions
  • Strong familiarity with concepts in asset allocation, risk management, statistical modeling, and investment strategy design
  • High proficiency with research software; Experience with Matlab, Excel/Visual Basic and relational databases is preferred.
  • Ability to manage multiple projects and deadlines while maintaining strict attention to detail
  • Willingness and ability to travel within the region