Overview of the Performance Analytics Team
The Portfolio Strategy & Risk Group (PSRG) provides top-down guidance on our strategic direction and portfolio objectives. Within PSRG, the Quantitative Strategy and Performance Analytics (QSPA) team actively explore overlays and alternative portfolio strategies to enhance our portfolio returns.
Performance measurement and attribution : Within QSPA, the Performance Analytics (PA) team actively tracks the performance of our overall portfolio as well as certain sub-portfolios against a range of benchmarks and asset allocation strategies. We are also responsible for measuring, tracking, and attributing the performance of Temasek's investment portfolio from both a bottom-up and top-down perspective, and identifying patterns and biases. We also correlate our performance with various exogenous drivers, including but not limited to macroeconomic variables/regimes, style and quantitative factors, and flows.
Actionable insights and what if strategies : Building on an understanding of performance drivers, the PA team uses quantitative techniques and empirical backtests to generate insights/propose strategies to improve investment outcomes, working with the CIO and Sector/Country investing teams. These insights and ideas draw upon internal and external research, standard and alternative data sources, and various analytics engines. The team actively runs what if (i.e., beyond simply what is) back-tests of potential investment strategies to delve into the alpha, hit rate, win-loss ratio, drawdowns (and other risk characteristics) of new investment strategies or value-adding tweaks to existing strategies.
Building analytical tools to share insights and signals : In order to efficiently share these insights, investment ideas, and return-predictive signals, the team also builds analytical performance dashboards for regular reporting to senior management and investment teams. Roles & Responsibilities
- Collaborate with current team members, working together to create innovative solutions, and develop existing frameworks to deliver and generate impactful data-focused actionable insights, building on our behavioral biases. The successful candidate will be able to link concepts and ideas across various asset classes.
- Leverage and build on our existing in-house analytics platform and proprietary data to produce insights and narratives around market movements, trends, and events that are relevant to Temasek. Work together with the team to envision and plan the next generation of tools needed to meet Temasek's long-term needs.
- Maintain and enhance data pipelines, analytics engines, and visualization tools. Collaborate with core technology teams, software, and data engineers to build and improve the availability, integrity, accuracy, and reliability of data logging and data pipelines.
- Be able to analyze, manipulate, and visualize the data to help business users understand their investment performance and improve their investment process
- Build a thorough understanding of our internal partners' approaches to investing. Proactively identify areas where we can contribute to their strategies and vision, either through existing or new solutions.
- Leverage quantitative research to enhance and augment our investment processes while at the same time enhancing our code base.
- Bachelor's Degree in Information Technology, Computer Science or equivalent.
- Minimum 1~4 years of relevant work experience.
- Familiarity with modern cloud-based and cloud-native architecture, solutions, services, and technologies, such as AWS, Azure, etc.
- Proficiency in Python and SQL
- Experience with QlikSense, Tableau, Snowflake, and Git preferred but not required
- Good knowledge in the domains of financial markets, trading and investment processes, and risk and performance management
- Proficiency in Microsoft Word, Excel, and PowerPoint
- Willingness to learn, demonstrating a strong passion for technology and finance