Assistant Quantitative Research Manager - Hang Seng Indexes - Hang Seng Bank (HK)

Key Skills

Agile methodologies, Finance, Machine learning techniques, Natural Language Processing (NLP), Python Programming, SQL, Statistics

Job Description

Hang Seng Indexes Company Limited (‘Hang Seng Indexes Company’) manages and compiles the Hang Seng Family of Indexes, which cover stocks listed in Hong Kong and Mainland China. Our index series includes the Hang Seng Index, the Hang Seng China Enterprises Index and the Hang Seng TECH Index, as well as Stock Connect, Greater Bay Area and sector-related indexes. As at the end of 2021, assets under management in products passively tracking indexes in the Hang Seng Family of Indexes had reached a total of about US$44 billion.

Hang Seng Indexes Company is a wholly owned subsidiary of Hang Seng Bank. Our company is a team of professionals who strives for delivering quality, efficient and world-class index complier services to customers and financial institutions around the world.

To support our business growth, we are currently seeking high calibre professionals to join our Research team as Assistant Quantitative Research Manager. 

Principal responsibilities

• Support the research and development of new indexes such as HSIL’s Factor, Strategy and Sustainability Indexes, backtesting of new index ideas, as well as preparing new index proposals;
• Develop quantitative techniques and construct tools for index research and analytics;
• Provide response to internal and external enquiries on new and existing indexes;
• Participate in client meetings to explain index concepts and methodologies;
• Contribute to research papers and other publications on quantitative research topics;
• Assist periodic index review and rebalancing; and
• Review the index methodologies to ensure they are up to standard and managed with the necessary governance

Requirements

• University degree in Finance, Economics, Mathematics, Statistics, Engineering or quantitative disciplines;
• Minimum 2 years of relevant work experience;
• Demonstrate good understanding of financial markets and derivatives strategies;
• Strong quantitative skills;
• Expertise in some aspects of quantitative analysis is an advantage, e.g. factor modelling, risk attribution, machine learning algorithms, NLP, financial modelling;
• Proficiency in Python, while having experience in Excel VBA, SQL and Bloomberg / Reuters / Factset / Wind;
• Strong research writing, presentation and communication skills;
• Capable to engage stakeholders / colleagues and work responsibly in a dynamic environment;
• Proficiency in English, Cantonese and Putonghua;
• Great sense of ownership and responsibility on job; and able to work independently

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