Introduction

We are supporting a leading asset management and investment consulting organization affiliated with a major financial group in Japan. The firm provides institutional investors with advanced investment advisory, portfolio solutions, and quantitative research capabilities, leveraging both academic rigor and practical market expertise.

Within its investment strategy division, the organization is strengthening its quantitative research function to enhance asset allocation frameworks and develop next-generation investment models incorporating data science and machine learning techniques.

 About the Role

We are seeking a Quantitative Analyst to join the Portfolio Strategy and Asset Allocation team. This role focuses on developing and enhancing quantitative models that support strategic and tactical asset allocation decisions for institutional clients.

The successful candidate will work at the intersection of finance, mathematics, and technology, contributing directly to the design and implementation of investment strategies used in real-world portfolio management.

Responsibilities

• Conduct quantitative research on portfolio construction methodologies and investment strategies
• Design, develop, and maintain asset allocation and investment decision models
• Provide quantitative analysis and advisory support for institutional portfolio allocation decisions
• Analyze and interpret global financial market data to support investment insights
• Develop and enhance quantitative models using statistical and machine learning techniques
• Collaborate with portfolio managers and researchers to translate models into actionable investment strategies
• Contribute to continuous improvement of research frameworks and analytical infrastructure

Requirements

Technical Skills & Experience

• Background in quantitative fields such as financial engineering, mathematics, statistics, or related disciplines (Bachelor’s or Master’s degree)
• Strong knowledge of financial theory, portfolio theory, and statistical modeling
• Hands-on programming experience in Python, R, or VBA
• Understanding of financial markets and investment instruments

Preferred Experience

• Prior experience in quantitative research, asset allocation modeling, or investment strategy development
• Exposure to machine learning or advanced data analytics techniques
• Business-level English communication skills

Personal Attributes

• Strong analytical and problem-solving capabilities
• Ability to work with complex datasets and translate findings into investment insights
• Collaborative mindset with ability to work across investment and research teams
• High level of intellectual curiosity and willingness to explore new methodologies

Why Apply

This is a rare opportunity to join a highly stable yet intellectually driven investment organization with a long-term focus on quantitative innovation.

You will be part of a research-driven environment where academic rigor meets real-world portfolio management, allowing you to directly influence asset allocation strategies used by institutional investors.

The team offers a low turnover, highly collaborative culture where professionals stay long-term and continuously deepen their expertise. You will also benefit from close interaction with broader group entities, enabling cross-pollination of ideas across investment disciplines.

For professionals seeking to advance their career in quantitative investment research while working in a stable and high-caliber environment, this role provides both depth and long-term career value.