About Syfe
Syfe is APAC's largest and fastest-growing digital wealth platform, trusted with over US$10 billion in assets. We are fundamentally changing how hundreds of thousands of people across Asia-Pacific build wealth through a holistic approach to managing money rather than just pushing investment products. Backed by world-class investors and recognised as a leader in WealthTech, we are a team of passionate builders creating the future of wealth management.
The Right Profile
We are seeking a highly skilled and motivated individual to join our investment team as a Director specializing in quantitative research and portfolio construction. You will be responsible for developing and implementing quantitative models and strategies to optimize Syfe's portfolio construction process and manage risk across our organization.
Responsibilities
- Develop and enhance quantitative models for portfolio construction and risk management, incorporating factors such as asset allocation, risk tolerance, and investment objectives.
- Collaborate with investment teams and senior management to understand investment strategies, risk parameters, and performance targets.
- Lead the research and analysis of investment data, market trends, and financial indicators to identify potential risks and opportunities.
- Design and implement risk management frameworks and tools to monitor portfolio risk exposures, including stress testing and scenario analysis.
- Execute trades and actively manage trading activities, implement quantitative trading strategies, optimize execution algorithms, and enhance trading infrastructure to achieve desired portfolio outcomes.
- Conduct in-depth analysis of investment portfolios to identify areas of improvement and provide recommendations for optimization.
- Stay up-to-date with industry best practices and emerging trends in quantitative portfolio construction and risk management techniques.
- Mentor and provide guidance to junior members of the quantitative research team, fostering their professional growth and development.
- Collaborate with cross-functional teams, including investment professionals, advisors and technology experts, to implement quantitative solutions and ensure seamless integration with existing systems.
Minimum Qualifications
- Master's or Ph.D. degree in a quantitative field such as finance, economics, mathematics, or statistics.
- Proven experience (12+ years) in quantitative portfolio construction and risk management within the financial industry.
- Strong proficiency in programming languages such as Python, R, or MATLAB, with experience in data manipulation and analysis.
- In-depth knowledge of financial instruments, asset classes, and investment strategies.
- Familiarity with risk management techniques, including MTL, VaR (Value at Risk), stress testing, and factor-based risk modeling.
- Excellent analytical and problem-solving skills, with the ability to translate complex quantitative concepts into actionable insights.
- Strong understanding of statistical techniques and experience with statistical software packages.
- Effective communication and presentation skills, with the ability to articulate complex concepts to both technical and non-technical stakeholders.
- Demonstrated leadership skills and the ability to collaborate effectively with cross-functional teams.
