QUANTITATIVE ANALYST recruitment

• Buy side Opportunity
• Asia Pacific focus

Reporting to the Senior Portfolio Manager, your main task is to work together with investment team members to develop and maintain the global investment solutions for the clients. Daily responsibilities include developing and maintaining analytics for global portfolio risk analysis; design and implementing the financial models to measure various risks of equity and fixed income portfolios, including macro risk, event risk, fx risk, asymmetric risk, VAR etc.; developing financial models, analytical reports and as well as constructing optimal portfolios by using optimization tools.

To qualify, you must have:

• At least 5 years of relevant experience with asset management firms in Asia.

• Solid experience in quantitative research such as multifactor models, covariance risk matrices, portfolio optimization, yield curve analysis, credit analysis and alpha models.

• Sound financial knowledge including global equities, derivatives and FX, as well as portfolio theory and risk management techniques.

• Familiar with financial databases such as Compustat, IBES, MSCI, Worldscope and risk models like Barra, Northfield. Experience with Factset is a strong plus.

• Strong knowledge and hands-on experience with Matlab and VBA in Excel/Access are a must.

To apply for this job

Contact: Bryan Lim quoting job ref: VSA-1054

Telephone: 852 - 2297 2346

Email: blim@valuesearchasia.com