Quantitative Investment Analyst Quantitative Investment Analyst …

Global Sage Hong Kong
à Hong Kong, Hong Kong, Hong Kong
CDI, Plein-temps
Dernière candidature, 12 août 20
negotiable
Global Sage Hong Kong
à Hong Kong, Hong Kong, Hong Kong
CDI, Plein-temps
Dernière candidature, 12 août 20
negotiable
Our client is a leading US Insurance company looking for a Quantitative Investment Analyst .This position is based in Hong Kong.
  • Provide quantitative analysis and modelling in support of asset allocation and strategy development for:
  • Company’s own (AIC) portfolios; as well as
  • In support of insurance portfolio advisory services provided by MIAL/MIM for third party clients;
  •  Build management tools to enhance portfolio decision making;
  •  Maintain processes, assumptions and techniques to support new business pricing;
  • Perform research and build investment strategies to support and achieve enterprise objectives.

More specifically,

  • Assist in the design and monitoring of appropriate asset/liability strategies and tactics to reduce interest rate and other capital market related risks. Evaluate portfolio management techniques in both the cash and derivatives markets to support this effort.
  • Support appropriate asset liability management, approaches to construct asset portfolios for new product development.
  • Assist country portfolio managers to conduct scenario analysis for portfolio rebalancing, asset sector selection and optimization analysis associated with strategy evolution.
  • Understand assigned MetLife businesses, their products and the associated liability profiles to provide support in generating portfolio strategies that help achieve earnings, growth and risk management objectives.
  •  Identify business driven issues and initiatives. Support in developing and managing projects to solve portfolio and risk management issues or seize earnings opportunities.

POSITION DESCRIPTION

  • Actively participate in the Company ALM management process including ALM working groups.
  • Assist in the development of portfolio investment objectives and guidelines.
  • Monitor portfolio asset-liability profile including scenario analysis, cash flows and stress testing.
  •  Research the implications of the regulatory environment and statutory and GAAP accounting as they relate to portfolio strategy.
  • Support regional level reporting needs and help drive process automation.

Competencies: (list competencies in order of importance)

  • Strong quantitative background; high comfort level with numbers and coding experience in MATLAB strongly preferred.
  • 5-8 years of experience in portfolio management or related lines of business.
  • Asset-liability management and investment strategy experience a plus.
  • Exceptional analytical, communication, prioritization, and project management skills.
  • Strong interpersonal skills and team orientation to build partnerships and work successfully with front office, Country Managers and Investment Directors (CIOs).
  • Client management and business profitability focus.
  • Knowledge of investments markets in the region is a plus.

If you are interested in this role, please forward an up-to-date copy of your CV to samantha.wong@globalsage.com 

Samantha -Global Sage 
If this job is not quite right for you but you are looking for a new position, please contact us for a confidential discussion on your career.

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