Credit Quantitative Portfolio Manager – Senior – Asia Permanent

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