Portfolio Manager (Hong Kong Branch)

Full-time

Posted 

Technical Skills

  • Asset Allocation
  • C#
  • C++
  • Computer Programming
  • Econometrics
  • Futures
  • Java
  • Mathematics
  • MATLAB
  • Perl Programming
  • Python
  • Risk Management
  • Statistics
  • Swaps
  • Treasury
  • Underwriting

Job Description

Portfolio Manager (Hong Kong Branch)

Location: Hong Kong

Bank of China limited first opened its branch office in Hong Kong in 1917. After the listing of BOC Hong Kong (Holdings) Limited, a subsidiary of the Bank, on the Hong Kong Stock Exchange in 2002, Bank of China maintained the branch in Hong Kong which continued to hold a full banking license granted under the Banking Ordinance (Cap. 155) and was registered as an authorized institution under the Banking Ordinance. Bank of China uses this branch primarily to conduct financial markets businesses,which include foreign-currency denominated debt security investment management, issuance of CDs (Certificates of Deposit)/MTN/senior debts, investment of on-shore RMB debt securities, ,bond underwriting and sales, asset management, off-shore RMB trading, and risk management of the above-mentioned businesses. 

Responsibilities:

  • The candidate will be responsible for independently conducting quantitative research with a focus on US rates market (Treasury, Treasury futures, Swaps)
  • Handle all aspects of the research process including methodology selection, data collection and analysis, back-testing, execution and performance monitoring
  • Assist the head of team in daily work, as well as preparing statistics and reports

Requirements:

  • Candidates in finance, computer science, mathematics, physics, or other quantitative discipline
  • Prior experience developing, researching or implementing quantitative models for relevant product areas
  • Programming skills in any of the following: C++, Java, C#, MATLAB, R, Python or Perl
  • Demonstrated ability to conduct independent research
  • Strong analytical, econometrics and quantitative skills
  • Detail-oriented
  • Willing to take responsibility of his/her work, to work both independently and within the team

Employment will be under 2-year renewable contract

This position will be hired under Bank of China (Hong Kong Branch)

此崗位將由中國銀行(香港分行)直接聘任

Employment TypeFull-time
Education LevelNon-specified
LanguageEnglish
Bank of ChinaInvestment Banking and Brokerage

24/F Bank of China Tower 1 Garden Road Hong Kong

directions_walk10 mins walk from Admiralty Station