Head - Quantitative Research

Description:

Key Responsibilities:

- Design, test, and implement dynamic asset allocation strategies that adapt to market regimes, volatility environments, and factor trends.

- Develop and refine regime detection and volatility forecasting models to support tactical and strategic investment decisions.

2. Macro and Policy Research Integration

- Identify and apply macro and policy-linked indicators to enhance portfolio positioning and alpha generation.

- Provide timely and actionable quantitative insights to fund managers on economic cycles, liquidity, and risk conditions.

3. Quantitative Signal Library and Backtesting Framework

- Establish and maintain a comprehensive library of investment signals, including factor, macro, sentiment, and technical indicators.

- Develop a robust backtesting and performance evaluation framework to ensure model reliability and stability across regimes.

4. Data Visualization and Market Monitoring

- Create and manage interactive dashboards for real-time monitoring of factor exposures, market timing signals, and portfolio metrics.

- Support fund managers in rebalancing decisions through data visualization and model-based analytics.

- Partner closely with fund managers, data engineers, and technology teams to ensure end-to-end model integration and data integrity.

- Lead the development of internal quantitative tools and databases supporting the investment process.

6. Communication and Stakeholder Engagement

- Present model findings, performance diagnostics, and strategy updates to internal investment committees and external stakeholders.

- Document and communicate quantitative methodologies in a transparent, institutionally robust manner.

Qualifications and Experience:

- Advanced programming proficiency in Python, R, and SQL, with strong experience in data visualization tools (e.g., Power BI, Tableau, or Plotly).

- Deep understanding of quantitative finance, econometrics, and statistical modeling techniques.

- Proven track record in developing, validating, and implementing systematic investment models.

- Strong grasp of macroeconomic and policy frameworks and their influence on asset prices.

- Postgraduate degree in Mathematics, Statistics, Computer Science, Financial Engineering, or related discipline.

- CFA and/or FRM certifications preferred.

- Exceptional analytical, communication, and presentation skills.