AVP/Quantitative Analyst, Fixed-Income

Responsibilities

• Quantitative Research and Strategy Development
• Conduct historical backtesting of simulated portfolios based on historical data in line with the company's product development needs and existing investment strategies.
• Develop fixed-income investment strategies, perform dynamic back testing and optimize strategy parameters in combination with market conditions to improve strategy effectiveness and implement ability.
• Data Processing and Model Development
• Regularly maintain and update quantitative models, adjust and optimize them in response to model deviations and market changes to ensure the reliability of model outputs.
• Investment Research Support and Execution Assistance
• Provide quantitative analysis support for investment managers, including asset valuation, risk measurement, and strategy recommendations. Assist investment managers in formulating portfolio allocation plans to improve the risk-adjusted returns of portfolios.
• Based on the public financial information of bond issuers, provide credit analysts with pre-screened preferred results of various indicators, helping them efficiently complete the construction and maintenance of the bond pool.
• Other Related Work
• Assist the FI CIO in various administrative tasks.
• Assist in completing other quantitative-related work assigned by the FI CIO, including report writing and cross-departmental collaboration.

Requirements

• Master's degree in Financial engineering, Economics, Statistics, Computer Science or related field graduated from reputable University
• Minimum 2 years of quantitative research experience in FI team of FMC, AMC of insurance company or securities and WMC of commercial banks
• Proficient in programming languages and tools such as MATLAB, Python and so on
• Prefer candidates who have CFA or FRM certificate
• Deep understanding of mutual funds and FI products.
• Knowledge of China's regulatory environment for asset management.
• Self-motivated, entrepreneurial, and able to work independently
• Shanghai, China

Additional Information

Job Title: AVP/Qu antitative Analyst, Fixed-Income Reports to: SVP/Chief Investment Officer, China Fixed Income Location: Shanghai, China Who You'll Work With: Investment & Research Team

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