全职 Associate, Quantitative Analytics 工作, 薪水, Darwinbox 公司招聘中 - Ricebowl

Introduction

The Singlife Investment Office manages a 17 billion dollar global portfolio, spanning investments in financial and real assets, both public and private. We are searching for a quantitative analyst to help us leverage technology and the latest advances in AI to contribute to improving investment performance. We are targeting an Associate level hire with 2-3 years work experience, though for exceptional candidates, we may hire at the Assistant Vice President level.

As a basic pre-requisite, we require individuals with an undergraduate degree in computer science, mathematics, physics, or engineering, and with a proven ability to code (python, C/C++, Java, R, SQL), especially in a formal software development environment. Those who have developed open-source software out of their own personal interest (not part of a school project) will also be considered, as well as candidates with work experience in finance, especially fixed income securities.

Some indications you are the right candidate for this role: (a) you have developed a passion or expertise in something that you were not required to do (b) you have your own github and have developed code (not part of a school project) (c) you already understand the basic mathematics of an LLM and generally like to understand how things work.

Key Responsibilities

The candidate is expected to spend the first 1-2 years building a solid information-technical foundation for the investment office, including:

1. Development of the data model and internal relational database development

2. Develop extreme facility with BlackRock Aladdin (risk and portfolio management system) and how this front office system interfaces with back office systems

3. Automation of current reporting (e.g. risk, performance, management) using a scripting language like python

4. Development of associated workflows to support the data model and automated tools

5. Development and automation of tools for middle office operations (could be AI / LLM related

6. Development and automation of tools for portfolio analysis (could be AI / LLM related)

7. Presenting and explaining portfolio reports to internal committees

For those candidates with less experience in finance, the expectation is the candidate will be working hard to develop a mastery in financial securities, e.g. valuation and risk.

After the build-out phase, the candidate is expected to contribute more directly to the investment process:

Minium Requirements

Academic: Bachelor’s degree in Computer Science, Mathematics, Physics, Engineering.

Complete Fit & Proper assessments successfully on an annual basis at minimum, or when other adjunct appointments are made.

Proven ability to code (python, C/C++, Java, R, SQL)

Candidates with 2+ years work experience

Preferences given to:

Candidate with some experience in finance, especially related to fixed income and/or derivatives

Database experience (e.g. SQL).

Candidates familiar with BlackRock Aladdin, Citi Velocity, Bloomberg.

Key Stakeholders

• External:

Front office service provider (BlackRock); Reconciliation against Citi ABOR; Citi performance team.

External Fund Managers

Others: Audit firms, Consulting firms, Asset Managers, Market Data firms

• Internal:

ALCO, BRC, Group Finance, Actuarial, Group Risk