Credit Quantitative Portfolio Manager - Senior - Asia Credit Quantitative Portfolio Manager - Senior -  …

Selby Jennings
à Singapour, Singapore, Singapour
CDI, Plein-temps
Dernière candidature, 06 déc. 21
Negotiable
Selby Jennings
à Singapour, Singapore, Singapour
CDI, Plein-temps
Dernière candidature, 06 déc. 21
Negotiable
A multi-billion dollar hedge fund client of ours is looking for a Senior level portfolio manager to join their dynamic quantitative strategies team. This team is responsible for managing the largest Credit portfolio's for the hedge fund and is one of the pioneer quant credit funds in the world. This firm offers the ideal scenario for anyone who is looking for a challenging role that will expose them to a dynamic team environment and exceptional opportunity for career progression.

Responsibilities will include:

- Portfolio construction and risk management of largest FICC/credit portfolio's across fund

- Active portfolio rebalancing and trading given market conditions

- Dynamic factor modelling and stress testing of portfolios

- Direct communication with internal investment committee and clients on portfolio performance

- Research and implementation of new data sets into developmental strategies

- Back testing and understanding of strategies including abstractions and requirements

- Market microstructure research and alpha signal research

- Collaboration between team members in order to drive productivity and facilitate innovative ideas

Ideal candidates should possess:

- 5+ years of experience working in a Portfolio Management seat, ideally within FICC or Credit

- Exceptional programming and quantitative skills particularly in Python

- Masters degree in a computational field, Ph.D preferred

- Drive to succeed and see results

Selby Jennings logo
Offres similaires
Plus d'offres
Close