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Senior Quantitative Analysis Manager - Hang Seng Indexes Company Limited
HSBC
Details
Posted:
July 12, 2018
Location:
Hong Kong,
Salary:
Open
Type:
Full Time
A Career with Hang Seng Bank Hang Seng is committed to service excellence. Our people are our most important asset and play a vital role in our efforts to continually enhance our performance for customers and provide best-in-class products and services. We seek to attract high-calibre talent by offering a dynamic working environment, good career development opportunities and competitive compensation packages. Senior Quantitative Analysis Manager HANG SENG INDEXES COMPANY LTD Hang Seng Indexes Company Limited (HSIL), a wholly-owned subsidiary of Hang Seng Bank, is the leading index provider for the Hong Kong and mainland China markets. We calculate the internationally recognised Hang Seng Index (HSI) and Hang Seng China Enterprises Index (HSCEI) and continue to broaden our index range to meet a wide spectrum of investor demand for different index investment solutions. At present, we compile over 400 real-time and daily indexes covering both Hong Kong and mainland China. Our company comprises a team of professionals who strives for delivering quality, efficient and world-class index compilation services to customers and financial institutions around the world. We offer a wide range of work and learning opportunities through our businesses and job scopes, covering Client Coverage, Research, Product Development, System & Operations as well as Risk Control & Support. We are currently seeking a high caliber professional to join our department as Senior Quantitative Analysis Manager.
Principal responsibilities
Plan and execute Quantitative Research and HSIL's Smart Beta Index Series development;
Formulate infrastructure for Quantitative / Factor Research;
Lead a team of quantitative analysts to:
expand Smart Beta index portfolio through constructing Factor / Quantitative Model, understanding market trend and interacting with market participants;
upkeep the methodology of HSIL's Smart Beta index family through addressing market development and investment trend; and
conduct quantitative research for new index development
Generate new index ideas through quantitative analysis and factor modelling; and
Interact with various market stakeholders, such as regulators, stock exchanges, listed companies and index product issuers (fund managers & investment banks).
Qualifications Requirements
At least 8 years of experience in quantitative analysis, factor modeling, risk management, portfolio optimization and financial modeling;
Capable of leading independent projects;
Programming proficiency in Python, R, Matlab, SQL and SAS;
Knowledge of the latest machine learning and other AI technologies is a plus;
Sound fundamental knowledge of financial markets;
PhD in Math/Science/Engineering or Quantitative Finance area or equivalent experience; CFA Charterholder preferred; and
Exceptional ability to explain, communicate and present complicated investment strategy.
