Global Investment Solutions Analyst – Asia Pacific recruitment

Background, responsibilities, and requirements:

The Lombard Odier Group is a Swiss Bank with USD152bn of assets under management, with 1900 professionals across 24 cities around the world. We are in the business of managing assets and providing investment advice to institutional and private clients. In Asia, we have been present since 1987 with offices in Hong Kong, Singapore and Tokyo and manage $8bn of assets with 75 professionals.

In an effort to further build out an Asian business, we are creating a regional multi-asset investment platform, covering all markets in the Asian region including Japan. The platform will support the analysis and management of assets for private clients, institutional clients, mutual funds and absolute return funds, across the spectrum of equities, fixed income, currencies and commodity related investments in the region.

As an addition to this, we are seeking a Global Investment Solutions Analyst to join our Asia investment team.

Position Summary:

The Global Investment Solutions Analyst will work together with our Asia investment team members to develop and maintain the Global Investment Solutions for our clients. This position will report to the Chief Investment Officer, and be responsible for:

  1. Develop and maintain analytics for global portfolio risk analysis.
  2. Design and implement the financial models to measure various risks of equity portfolios, including macro risk, event risk, fx risk, asymmetric risk, VAR etc.
  3. Design methodologies to measure various risks of fixed income portfolios, including macro risk, yield curve risk, credit risk, fx risk, asymmetric risk, VAR etc., and implement them in UBS Delta.
  4. Develop financial models to manage equity and fixed income portfolio risks..
  5. Design and develop analytical reports.
  6. Construct optimal portfolios by using optimization tools.

The successful candidate will be a high calibre researcher with exceptional skills in investment research, and the enthusiasm to implement these skills in the management of portfolios. Financial knowledge should cover equities, bonds, derivatives and FX as well as portfolio theory and risk management techniques. Good quantitative skills and understanding are the other most essential aspects to this role, along with at least 3 years’ experience within a team environment in the financial industry. A self-motivated attitude and excellent communication skills are a must.

  1. An advanced degree in economics, finance, or business discipline. Participation in the CFA program is a plus.
  2. Experience in quantitative research such as multifactor models, covariance risk matrices, portfolio optimization, yield curve analysis, credit analysis and alpha models and a strong background in econometrics or statistics.
  3. Financial knowledge should cover global equities, derivatives and FX, as well as portfolio theory and risk management techniques.
  4. Familiar with financial databases such as Compustat, IBES, MSCI, Worldscope and risk models like Barra, Northfield. Experience with Factset is a strong plus.
  5. Knowledge and experience in portfolio construction and optimization.
  6. Strong knowledge and hands-on experience with VBA in Excel/Access is a must. Experience with Crystal Reports is a plus.

The job is based on Hong Kong. Please forward your CV with confidence to hr.hkg@lombardodier.com