Quantitative Analyst recruitment
Our client is an emerging fixed interest firm that specialises in Debt Capital Markets, Funds Management and Advisory Services across the Asia-Pacific region. This new position presents an opportunity for a Quantitative Analyst to join the team.
Reporting to the Head of Funds Management you will be responsible for developing and using risk management models for fixed income funds and building cash flow models for structured and vanilla fixed income deals. Strong written skills are expected as you will write research reports and present to clients around fund exposures and assist with preparation of marketing material. Analysis of financial statements and deal documents are also key requirements of the position.
Ideally you have excellent academic qualifications. This could be via a double degree in commerce and mathematics combined with a Masters degree. Your Excel skills are very strong (VBA programming) and you have access or SQL database capability with exposure to Silverlight. An understanding of Value-at-Risk (VaR) analysis and strong communications skills will help you succeed in this rewarding and challenging position.