Quantitative Investment Analyst

Full-time
Intermediate (3-6 years)

Technical Skills

  • Bloomberg

Job Description

Quantitative Investment Analyst

Location: Hong Kong

Key responsibilities:

  • Create database to monitor and compare performance of external managers. 
  • Develop and automate a risk monitoring process to ensure that external mandates are being correctly managed and to provide consistent management of risk adjusted returns across portfolios.
  • Backtest the appropriate use of different benchmarks based on macro and risk variables and provide standardised analysis to support benchmark selection.
  • Develop quantitative investment tools to aid in investment decision making.
  • Develop macro database.
  • Develop and maintain historic and forward looking optimal portfolio allocation models according to different risk and return parameters.

 Qualifications/experience:

  •  3 -5 years investment experience working
  • Knowledge of multi-asset investment management
  • Experience in portfolio optimisation
  • Programming ability
  • Experience using Bloomberg
Employment TypeFull-time
Career LevelIntermediate (3-6 years)
Education LevelNon-specified
LanguageEnglish
PrudentialFinancial Services, Retail and Commercial Banking

3/f, Berkshire House, 25 Westlands Road, Hong Kong

directions_walk7 mins walk from Quarry Bay Station