Quantitative & Performance Analyst is a position in Research division of Investment Advisory Department. The principal role of the position is to conduct performance attribution analysis in order to evaluate portfolio managers’ ability to generate alpha on a consistent basis; develop sound and robust quantitative models to support portfolio managers’ decisions during investment process; develop and maintain IT infrastructure for investment decision making / performance evaluation.

• Generate performance attribution reports;
• Design and develop econometric models to identify arbitrage opportunities in different markets;
• Collaborate with portfolio management team in portfolio construction process;
• Provide support for asset allocation in client portfolios;
• Research and design quantitative investment strategies;
• Contribute to quantitative risk management projects;
• Develop and maintain relationships with researchers in both the academic and professional communities to understand recent developments;
• Create and maintain IT databases

• PhD/MS or equivalent degree in Math, Economics, Physics, Engineering, or Computer Science;
• Very good understanding of quantitative models for evaluating broad range of financial instruments;
• 3+ years of experience in quantitative research or risk management; strong analytics skills for    different quantitative approaches;
• Advanced programming skills, knowledge of SQL, MATLAB, VBA, C++.