Quantitative Research Scientist
The Quantitative Research Scientist will be responsible for quantitative research and the development of proprietary investment products and systematic investment strategies for the Family Office. The role combines quantitative finance, econometrics, statistical learning and artificial intelligence to identify investment opportunities, develop quantitative models, and translate research findings into practical investment products and systematic strategies across global financial markets. Key Responsibilities
- Quantitative Investment Product Development
Research, design and develop proprietary quantitative investment products and systematic investment strategies for the Family Office.
Translate quantitative research and market insights into practical investment products with clearly defined investment objectives, strategy parameters and risk-return characteristics.
Continuously evaluate and enhance existing quantitative investment products based on market conditions and performance.
- Quantitative Research & Modelling
Conduct quantitative research on global financial markets, including equities, derivatives and cross-asset investment opportunities.
Develop econometric, statistical and machine-learning models for market analysis, asset pricing, signal generation and investment decision-making.
Research and develop predictive signals, factor models and systematic investment frameworks.
Apply quantitative methods to identify market patterns, relationships and potential sources of investment returns.
- Artificial Intelligence & Statistical Learning
Apply artificial intelligence, machine learning and statistical learning techniques to financial market research and investment strategy development.
Explore the application of advanced analytical methods to financial data, market information and alternative datasets.
Develop data-driven research methodologies to improve the efficiency and quality of investment analysis and decision-making.
- Strategy Testing & Performance Analysis
Conduct back-testing, robustness testing and scenario analysis for quantitative strategies and investment products.
Evaluate strategy performance using appropriate return, risk and portfolio metrics.
Conduct performance attribution and identify key drivers of strategy returns and risks.
Continuously monitor and refine quantitative models based on empirical results and changing market conditions.
- Portfolio & Risk Research
Support portfolio construction and asset allocation through quantitative analysis.
Analyse portfolio exposures, correlations, volatility and other relevant risk factors.
Develop quantitative frameworks to assess the risk-return characteristics of investment strategies and products.
Provide quantitative research and analytical insights to support the Family Office's investment decisions.
- Research Implementation & Collaboration
Work closely with quantitative strategists and other investment professionals to translate research models into implementable investment strategies and tools.
Establish clear model specifications, assumptions and methodologies to facilitate implementation and ongoing monitoring.
Maintain appropriate research documentation for quantitative models, strategies and investment products.
Contribute to the continuous development of the Family Office's quantitative investment and research capabilities.
Qualifications & Requirements PhD or Master's degree in Economics, Quantitative Finance, Mathematics, Statistics, Computer Science, Financial Engineering, or another relevant quantitative discipline.
Strong background in quantitative research, econometrics, statistical modelling and/or machine learning.
Strong understanding of financial markets, quantitative investment strategies and investment product development.
Experience applying artificial intelligence, machine learning or advanced statistical methods to research or financial applications.
Strong analytical and problem-solving capabilities, with the ability to translate theoretical research into practical investment applications.
Programming and data analysis capabilities relevant to quantitative research.
Ability to communicate quantitative research findings clearly and work collaboratively with investment and technology professionals.