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SVP / VP, Portfolio Analytics & Quantitative Strategist, Corporate Treasury, Group Finance
DBS Bank Limited
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SVP / VP, Portfolio Analytics & Quantitative Strategist, Corporate Treasury, Group Finance

DBS Bank Limited

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Details
Posted:
January 11, 2021
Location:
Singapore, Singapore
Salary:
Open
Type:
Full Time
Business Function
Group Finance aims to deliver world-class standards in reporting, financial planning and finance processes. We provide insights and analyses that help the bank make sound business decisions - whether in the areas of product development or customer profitability. We also provide capital management, business planning, forecasting, and tax and accounting advisory services.

The bank is also a certified Accredited Training Organisation (ATO) for the Singapore Qualification Programme by the Singapore Accountancy Commission and an Association of Chartered Certified Accountants (ACCA) Approved Employer.

Responsibilities
We are seeking an experienced Analytics & Quantitative Strategist to be part of the Advanced Analytics team in Corporate Treasury. The individual will be working closely with the Portfolio Management team on the construction of portfolios and asset allocation strategies. As a senior member of the team, he/she would also be working with Data Scientists to build up the team's long-term capabilities in Analytics.

  • Drive methodologies to construct portfolios managed by the Portfolio Management team
  • Implement and deploy investment strategies to optimize these portfolios, driving risk-adjusted returns (alpha and beta)
  • Work closely between the Advanced Analytics and Portfolio Management teams to translate analytics models into investment portfolios
  • Develop and contribute to libraries for generating investment signals and asset allocation
  • Develop and maintain pipelines for the tracking of portfolio performance, including back-testing and simulation of strategies
  • Lead data scientists in the team and build up long-term applied R&D capabilities for Portfolio Analytics.
  • Lead projects in partnership with users for the delivery of analytics projects in the areas of Portfolio Management, Balance Sheet Management and Capital Management.


Requirements

  • Experience in portfolio construction/management (fixed income preferred but not mandatory), risk/return attribution and research into strategies for generating alpha & beta
  • Experience in leading R&D/quantitative research teams is essential
  • Experience in leading a team on portfolio construction/management
  • Buy-side experience is preferred
  • Experience in mining and analysis of large amounts of market data and macro-economic variables to generate investment signals
  • Back-testing and simulation of strategies
  • Experience working with Machine Learning models and statistical techniques
  • Ph.D from a top-tier university (preferred)
  • 7-10 years of direct experience in portfolio construction and quantitative research
  • A strong background in mathematics and statistics
  • Strong programming skills in Python and R
  • 3-5 years of experience in leading R&D/quantitative research teams


Apply Now
We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.

Internal Number: 9741592
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