Quant Analyst/Portfolio Manager
7 days ago
KEY ACCOUNTABILITIES
This is an important role in a fast-growing strategic capability with a number of key responsibilities, including:
Research and development of new index strategies and beta solutions and improvements to existing solutions, including data validation, data exploration, programming, analysis and presenting results
Day-to-day monitoring and management of selected portfolios (e.g. portfolio rebalancing, monitoring dividends, investment decisions around cash flows, corporate actions etc)
Portfolio construction, exposure management and trade order implementation
Investment and portfolio risk analysis, monitoring and management
Corporate action, index rebalancing and capital market strategies and research
Participate and contribute to team research projects and present updates and findings in regular internal forums
Contribute to the ongoing development of the portfolio implementation platform and capabilities
Collaborate with data and infrastructure team members to ensure tools and data sets used for the research and implementation of beta solutions are robust, version controlled and consistent with best practice
EXPERIENCE / QUALIFICATIONS
The ideal candidate will have fixed income portfolio management experience in a leading company/organisation.
Strong fundamental and quantitative understanding of fixed income markets, instruments, derivatives and execution.
Experience in sovereign and credit markets globally (high yield experience a plus)
ATTRIBUTES:
Strong familiarity with market best practice and tools for managing well risk controlled fixed income portfolios
Good communication skills and strong ability to inform and educate peers, management and clients on fixed income markets and portfolios
Open to challenge and debate and able to work well in a small cohesive team, but also take initiative and work autonomously when required
Result-orientated and solution-focused, but also Intellectually curious and creative
Hands-on with keen attention to detail
Resourceful, flexible and able to adapt and respond in a rapidly changing environment
In or willing to relocate to Singapore
EDUCATION/ QUALIFICATIONS:
Strong academic credentials, with a postgraduate degree (MSc/ PhD) in a quantitative subject (e.g. Engineering, Physics, Mathematics, Statistics) an advantage
Some programming ability, particularly in R, SQL, Python
Experience using financial information systems (eg. Bloomberg, Eikon) an advantage
Some familiarity with Aladdin tools (eg. PfC, PfM) an advantage
CFA an advantage
Tell employers what skills you have
Work Autonomously
Bloomberg
Construction
Derivatives
Physics
Mathematics
Corporate Actions
Research and Development
Cantonese
SQL
Good Communication Skills
Portfolio Management
Python
Statistics
Capital
Fixed Income
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