The Company: Wah Hin is one of the biggest single largest family office in Singapore, with investments in multi-asset (traditional and alternative investments).
The Role: We are looking for a bright and analytical talent with quantitative finance background to join our Asset Allocation team. You will provide support for hedge fund manager selection, quant projects, macro monitoring framework, risk and performance analysis as well as reporting.
1. Front Office Resource.
a) External Fund Manager Research - Assist in the coverage and research of quantitative hedge funds for both new and existing managers.
b) Perform statistical and quantitative analysis on managers to increase the efficacy of manager selection.
c) Perform asset class risk analytics, style/factor analysis, performance attribution, simulations and optimisations for hedge funds and total portfolio using Excel and vendor system. Working cross functions to consolidate total risk picture of all assets.
d) Responsible to update and to improvise the in-house macro/economic monitoring framework which is an important input for asset allocation
d) Assist Company in their investment process, portfolio construction and asset allocation to meet the risk and return objectives of the Company
2. Performance Attribution and Reporting.
a) Assist in improving performance reports with clear performance attribution analysis for both liquid and illiquid funds.
b) Assist in performance, exposure and risk reporting, including periodic reporting to Investment Committee and Board meetings.
a) Operational due diligence of hedge funds such as monitoring and reporting of market risk, liquidity risks and credit/counterparty risks of the funds invested by Company.
b) Conduct risk analysis of macro themes and trade ideas, and stress test portfolios prior to key events risks.
c) Undertake quant related work, special projects and such other duties as may from time to time be assigned or delegated by the Company to improve returns, risk management and performance reporting.
b) Qualifications/ Pre-requisite:
Minimum 2 years of working experience in finance or investment-related field is preferred
Strong degree in Mathematics, Statistics, Quantitative Finance, Computer Science or Data Science as field of study with demonstrated academic excellence. Masters of Financial engineering, computational/ quantitative finance or Statistics would be an advantage.
Fluent in programming e.g. R, MatLab, Python, C++ and C#.
Strong analytical skills
Ability to manage multiple priorities, work under pressure to meet deadlines, and respond creatively and quickly in a fast-paced environment.
Excellent oral, written and presentation/communication skills.
About Wah Hin & Co. Pte Ltd
Large Singapore single family office with multi-asset portfolio in traditional and alternative investments