Quantitative Investment Analysts

  • Negotiable
  • Hong Kong
  • CDI, Plein-temps
  • Ping An of China Asset Management (HK) Co Ltd
  • 16 janv. 18 2018-01-16

Help developing and maintaining new multifactor quantitative models and strategies to be implemented in new equity funds and portfolios

Job Functions:

1. Help developing and maintaining new multifactor quantitative models and strategies to be implemented in new equity funds and portfolios

2. Developing and maintaining database and quantitative tools for alpha backtesting, optimization and portfolio construction

Experience:

~1. Proven experience in designing and back-testing active systematic equity quantitative strategies

2. Strong knowledge in portfolio analytics, risks, optimization and construction systems (Factset, Barra, Axioma, Alpha tester, etc.) and programming knowledge (Python, Java, SQL, R, C++, etc.).

3. Be good at handling Spark + HDFS, Mongo DB

4. Be good at mathematics and statistics