Quant Researcher, Equities – Global Multi-strategy Investment Firm

My client is a global multi-strategy investment firm managing over $50 billion in assets, with a global team of several thousand professionals. They deploy multi-strategy approaches across equities, fixed income, commodities, currencies, and quantitative strategies. Their edge is powered by the integration of quantitative research, fundamental analysis, statistical techniques, AI/ML, and cutting-edge technology. They have major trading hubs across Asia. The culture is meritocratic and committed to excellence—you are empowered to take smart risks but also fully accountable. They invest in continuous learning and offer exceptional compensation and benefits for you and your dependents.

Role Overview

We are seeking a Quantitative Researcher to join an Equity Quantitative Research team at a major Asia hub. This role sits within the Equity Quant Research business unit and focuses on portfolio construction, not alpha generation—using statistical and quantitative methods to analyze portfolio managers’ portfolios and discretionary strategies, and optimize portfolio risk versus return. You will partner directly with fundamental equity teams, applying quantitative methods to support portfolio construction, factor hedging, transaction cost analysis, and risk attribution across regional markets.

Key Responsibilities:

• Portfolio Construction: Partner with investment leadership on risk, portfolio construction, and technology decisions affecting portfolio managers and analysts.
• Cross-Team Collaboration: Liaise with quantitative research teams and fundamental portfolio managers to apply appropriate quantitative and risk tools to existing strategies.
• Research & Analytics: Conduct research and statistical analysis in securities evaluation, including portfolio construction, multi-factor modeling, transaction cost analysis, and market impact modeling.
• Ad Hoc Analysis: Support investment decisions with ad hoc statistical analyses leveraging proprietary tools and data.
• Automation: Conduct research and automate discretionary strategies within relevant equity markets.

Required Skills & Experience:

• Experience: 2–6 years.
• Background: Sell-side (especially quantitative investment strategies teams) or buy-side.
• Factor Modelling: Factor modelling and factor risk are a must.
• Strategy Type: Fundamental preferred; systematic if strong factor modelling and portfolio construction experience.
• Coding: Python is a must.
• Education: BS or MS in a highly analytical field with a strong academic record from a top-tier university.
• Analytical Skills: Demonstrated proficiency in statistical methods and strong analytical problem-solving.
• Communication: Exemplary communication skills to convey advanced concepts concisely to technical and non-technical audiences.
• Attention to Detail: Commitment to excellence and rigorous attention to detail.

Please send your CV to Sarah Fan at sarah.fan@ashford-benjamin.com, or call +852 2315 9512 for a confidential discussion.