- Direct asset management experience in multi-asset, multi-strategy environment with broad experience covering equity, fixed income markets, commodity and currency.
- Advanced knowledge of equity, fixed income and alternative markets and investment products including mutual funds, ETFs, hedge funds, structured products etc.
- Solid understanding of financial instrument pricing models, multivariate factor modeling, asset allocation, portfolio construction, portfolio optimization and risk management
- Graduate/PostGraduate degree in a quantitative discipline (Math, Statistics, Finance, Economics, Engineering, etc.); CFA/FRM charter holder with prior Wealth Management or Asset Management experience preferred
- Strong programming skills. Preferably Python, Matlab, SQL and C#.
- Advanced knowledge of various data vendors, including MSCI, Bloomberg, FactSet, Morningstar etc.
- Proven ability to parse complex tasks and juggle priorities in a highly dynamic professional environment; strong written and verbal communication skills to thrive on a global team
- Strong initiative, energy and confidence completing assignments with limited supervision; superior time management and ability to prioritize a heavy workload
- Work with a team of quantitative researchers to develop proprietary models and analytical tools for portfolio construction and client advisors
- Conduct investment, risk, and optimization models and tools rationalization, documentation and maintenance for client advisors and solutions business
- Partner with Technology and Chief Data Office to design the data quality assurance process
- Manage the investment vehicle onboarding process for the risk analytic tools and perform vendor analysis to identify golden source of data for portfolio analytics
- Provide quantitative support to Portfolio Management, Due Diligence, Portfolio Governance, Risk Management teams within the WM Solution business
- Perform ad-hoc quantitative research and analyses for Client Advisors
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