Fixed Income Quant Strategist - Global Tier 1 IB - Hong Kong

Location: China
Job Type: Permanent
Reference: 2716969
Contact: Philip Quinn
Email: email Philip
My client is a Global leading Tier 1 US Investment Bank currently expanding their Fixed Income Division across Asia. You will be part of a global multi-asset class team which works extremely closely with Traders and Investment Analysts and you will have a specific focus on: risk modelling, portfolio valuation, hedge recommendation, capital computation, and returns optimisation. 

Responsibilities 

  • Building strong relationships with institutional clients i.e. - corporations, financial service providers, and fund managers. 
  • Develop quantitative and computational solutions
  • You will collaborate on solutions with colleagues from multiple teams in multiple geographical locations.
  • Developing scalable software solutions, macro risk management strategies, portfolio management system and risk reports etc.
  • You will also recommend hedging solutions, develop Capital allocation and Return on Equity (ROE) frameworks, bespoke pricing models and risk representations for active investment
Requirements 
  • PhD. from a top tier University in Engineering, Physics, Mathematics or Computer Science
  • In-depth experience analysing very large dataset / machine learning
  • Excellent practical understanding of the underlying economic and mathematical financial theories with strong programming skills with the ability to design robust and scalable software solution
  • Expertise in at least one of the following asset classes: Real Estate, FX, Interest Rates, Commodity, Equity, Credit
  • You will be a dynamic, entrepreneurial individual with a passion for the markets, who thrives in fast-paced, changing environments and is energised by a bustling trading floor

Xpand your job search in the right direction by applying via the links provided. If you have any difficulties doing so, you may also call Philip on +852 3579 4656 or email to philip.quinn@xpand.com.hk  #LI-PQ1