Chinese Securities
Location: Hong Kong
- Conduct in depth macro and market research to develop multi-asset allocation strategies.
- Contribute to model development, data workflows and automation to enhance investment decision making.
- Initiate investment ideas, regular quantitative analysis and research reports; present findings to portfolio manager and to investment committee
- Assist portfolio managers with portfolio implementation and monitoring, including liquidity monitoring, intra-day monitoring, stress test and so on
- Regularly review modeling efficiency and detect risks in long tail.
- Assistant portfolio manager lvl will be offered depends on background and experience
- BSc or above related in Statistics, Quantitative Finance, Computer Science, Economics or related discipline.
- Minimum 3 years of relevant experience in multi asset, asset allocation, quantitative research or portfolio management within asset management firms or other financial institutions.
- Proficient with MS Office and Bloomberg; familiarity with mainstream programming languages for data modelling is required; AI skill is a plus.
- Strong macroeconomic analysis, asset allocation and quantitative research
- Able to explain complex financial concepts clearly in both written and verbal formats.
- Team player; work independently under tight deadlines and manage multiple priorities.