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Job Description
The Company
Our client is a specialist management consulting firm partnering with leading financial institutions across Asia. For this assignment we are supporting a global financial services organization with a strong presence in Hong Kong delivering insurance and investment solutions to help clients achieve financial security and peace of mind.
The Team
You will join the Investment Middle Office Analytics function working alongside senior investment portfolio management and risk teams. The team provides critical performance allocation and risk insights that drive strategic and tactical investment decisions for the firms general account assets.
The Role
Performance Analysis & Attribution
- Conduct comprehensive ex-ante and ex-post performance analyses to identify key drivers of returns.
- Develop attribution models to dissect impacts from asset allocation security selection and timing factors.
- Strategic & Tactical Asset Allocation (SAA & TAA)
- Design and refine SAA and TAA measurement frameworks to guide both long-term and tactical decisions.
- Evaluate and monitor asset allocation frameworks under different market scenarios ensuring alignment with investment objectives and risk tolerances.
Risk Management
- Perform quantitative risk analysis to assess market credit liquidity and other risk exposures.
- Develop ex-ante models for forecasting exposures and ex-post evaluations for historical analysis.
- Collaborate with risk teams to integrate insights into portfolio construction and rebalancing strategies.
The Requirements
- Significant experience in investment / asset management middle office functions with a focus on insurance and general account assets.
- Proven track record in performance and attribution analysis.
- Strong expertise in SAA & TAA measurement frameworks.
- In-depth knowledge of risk management models and methodologies.
- Excellent analytical problem-solving and communication skills.
- Ability to collaborate with senior investment and risk professionals.
Contact
If you are interested in this opportunity please contact:
Employment Type
Full Time
