Key Responsibilities

Conducting in-depth analysis of market trends, economic indicators, and volatility patterns to identify optimal entry and exit points for equity positions
Developing and maintaining quantitative models such as cashflow timing and discount-rate timing to support investment decisions
Monitoring daily market movements, economic data releases, and geopolitical events; performing stress tests and scenario analyses
Designing and executing systematic timing strategies tailored to long-only portfolios, collaborating with portfolio managers to optimize asset allocation
Establishing risk management frameworks to balance timing returns against market risks.
Preparing research reports on timing opportunities and risks for senior management and investment committees.
Tracking and evaluating timing strategy performance; maintaining comprehensive databases of market data and signals
Ensuring all timing activities comply with regulatory requirements and internal policies; supporting regulatory reporting and compliance reviews

Requirements

Bachelor’s degree or higher in Science, including computer science, AI, information engineering or related quantitative field; Master’s degree preferred.
CFA, FRM, or equivalent professional certifications strongly preferred
5+ years of experience in asset management, investment analysis, or market research, with proven expertise in market timing or quantitative strategy development
Strong financial modeling, valuation, and time-series analysis skills; proficiency in Excel and database management
Excellent verbal and written communication skills in English and Chinese; ability to work independently and collaboratively under pressure Genuine passion for investment and continuous learning in the tech sector.

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