Description

We are seeking an accomplished and intellectually curious Head of Quantitative Research to lead the firm’s quantitative investment strategy function. The successful candidate will be responsible for designing and implementing systematic, data-driven asset allocation frameworks that integrate macroeconomic, policy, and factor-based insights. This is a leadership role that combines quantitative research excellence with practical portfolio strategy integration and cross-team collaboration.

Requirements

 Minimum 5 years of relevant experience in quantitative research, portfolio construction, or asset allocation strategy. Advanced programming proficiency in Python, R, and SQL, with strong experience in data visualization tools (e.g., Power BI, Tableau, or Plotly). Deep understanding of quantitative finance, econometrics, and statistical modeling techniques. Proven track record in developing, validating, and implementing systematic investment models. 
Strong grasp of macroeconomic and policy frameworks and their influence onasset prices. Postgraduate degree in Mathematics, Statistics, Computer Science, Financial 
Engineering, or related discipline. CFA and/or FRM certifications preferred. Exceptional analytical, communication, and presentation skills.