Selby Jennings has partnered with a global hedge fund manager in Hong Kong. The firm is currently seeking a quantamental analyst with strong experience analysing companies in Asia.
Responsibilities
- Conduct detailed analysis of company reports and build complex financial models to generate investment recommendations
- Be an integral part of an investment team responsible for managing portfolios
- Actively identify, evaluate and on-board new data sources (both traditional and alternative) that would create an analytical edge for the team
- Conduct original research using quantamental data and analytics tools in support of stocks in your coverage area
- Track and evaluate stock/fund performance
- Actively contribute to the quantamental infrastructure, processes and analytics
Requirements
- Bachelors or higher degree in mathematics, statistics, physics, computer science, operations research, or another quantitative discipline with strong academic credentials
- 5+ years of experience conducting investment research in a quantitative AND a fundamental setting
- Proficiency in Python and SQL
- Strong analytical skills, knowledge of financial modeling and financial statements
- Ability to communicate effectively and express complex ideas succinctly
- Demonstrated ability to be team-oriented, have an entrepreneurial spirit, and a keen attention to detail
