Quantitative Investment Analyst
Location: Hong Kong
- 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.
- 3 -5 years investment experience working
- Knowledge of multi-asset investment management
- Experience in portfolio optimisation
- Programming ability
- Experience using Bloomberg