Quant Portfolio Analyst recruitment
Location: Hong Kong
Reporting line: Senior Quant Portfolio Manager
The Quantitative Portfolio Analyst will work together with our Asia investment team
members to develop and maintain the Global Investment Solutions for our clients.
Responsibilities:
-Develop and maintain analytics for global portfolio risk analysis.
-Design and implement the financial models to measure various risks of equity
-Portfolios, including macro risk, event risk, fx risk, asymmetric risk, VAR etc.
-Design methodologies to measure various risks of fixed income portfolios, including macro risk, yield curve risk, credit risk, fx risk, asymmetric risk, VAR etc.,
-Develop financial models to manage equity and fixed income portfolio risks.
-Design and develop analytical reports.
-Construct optimal portfolios by using optimization tools.
Profile:
-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.
-Financial knowledge should cover equities, bonds, derivatives and FX as well as portfolio theory and risk management techniques.
-Knowledge and experience in portfolio construction and optimization.
-Minimum of 5 years’ experience within a team environment in the financial industry.
-CFA holders is a plus
Interested candidates please send your CV to Sin-Yin Lui at sinyinlui@puresearch.com quoting reference number SYL_QPA or alternatively, apply online below.
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