Top Chinese securities firm
Location: Hong Kong
- Lead the construction and management of multi-asset portfolios (rates, credit, FX, asset-backed, vol products) with a fixed-income core, driving absolute-return strategies while adhering to risk-adjusted performance targets.
- Design and implement risk parity frameworks to optimize asset allocation, hedging strategies, and leverage across multi-asset portfolios, ensuring alignment with fund mandates and liquidity constraints.
- Build proprietary quantitative models to identify mispricing, asses tail risks, and enhance portfolio alpha generation.
- Lead due diligence on new investment products and oversee on-boarding for executable instruments.
- Master’s degree in Mathematics, Physics, Economics, Finance, or a related quantitative field.
- 7 to 10+ years of hands-on portfolio management or trading experience in multi-asset fixed income and derivatives, with a proven track record of alpha generation within buy-side/sell-side institutions.
- Deep understanding of sell-side/buy-side infrastructure: funding dynamics, prime brokerage relationships, collateral management, and trading system workflows.
- Working experience covering one major asset or multi-asset class as below.
- Rates: DM/EM rates & derivatives (gov bonds & linkers, EM quasi-gov bonds, and related derivatives i.e., Futures, IRS, swaptions etc.
- Asset-backed: MBS/CMO/TBA, covered bond, global-related products.
- Credit: Non-China global credit including cash bond, callables, equity-embedded etc.
- Practical experience in executable hedging tool and strategy. Familiar with arbitrage and RV strategy in major macro and credit markets. Approved good trading and investment tracking record.
- Expertise in quantitative programming (Python/VBA/R/MATLAB) for back testing, pricing, and risk modelling. Experience with API-based trading systems is a plus.