Department

Global Investment Solutions 全球整合投資方案部

Position

Quantitative Researcher

Position Summary

Global Investment Solutions team is an integral component of the Investment Division on Nomura Asset Management Taiwan. The team provides quantitative research capabilities and supports different investment teams in allocation and securities selection decisions. The team is responsible for developing efficient solutions to manage international investments, constructing portfolios and advising fund managers.

Key Accountabilities

• Research and develop quantitative tools and utilities to assist portfolio managers in managing equity, fixed income and multi–asset funds.
• Research on strategic and tactical allocation, Tactical signals for different asset classes from multiple data sources – economic, fundamental, sentiment.
• Back-testing factors and investment strategies.
• Develop new strategies/solution/products to support business expansion.
• Perform portfolio optimization on a routine basis and customize constraints for different risk/return requirements.
• Perform scenario analysis and stress testing of investment strategies under different economic and market environment.
• Develop portfolio and market analysis tools to support portfolio management activities.

Skills & Knowledge

Academic Qualification

• Master degree in Statistics, Computer Science, Physics, Engineering or other quantitative discipline.

Knowledge & Skills

• Entry level to 3 years working experience on buy side/sell side, preferable on quantitative research side
• Programming skills - VBA, Excel. Matlab is a plus.
• Familiarity with Factset or Bloomberg would be a plus.
• Fluent in English.
• An enthusiastic and collaborative approach to research. Good communication skills.
• Interest in Financial markets.
• Sound investment knowledge, CFA charter holder or CFA candidates may be beneficial.