Job summary
部门
职能
About Our Client
Top Chinese securities.
Job Description
- Lead the construction and management of multi-asset portfolios (rates, credit, FX volatility instruments) with a fixed-income core, driving absolute-return strategies while adhering to risk-adjusted performance targets;
- Design and implement risk parity frameworks to optimize asset allocation, hedging strategies, and leverage across multi-asset portfolios, ensuring alignment with fund mandates and liquidity constraints;
- Build proprietary quantitative models to identify mispricing, asses tail risks, and enhance portfolio alpha generation;
- Lead due diligence on new investment products and oversee onboarding for executable instruments.
Requirements and Qualifications
- Master’s degree in Mathematics, Physics, Economics, Finance, or a related quantitative field;
- 7 to 10+ years of hands-on portfolio management or trading experience in multi-asset fixed income and derivatives, with a proven track record of alpha generation within buy-side/sell side institutions; relationships, collateral management, and trading system workflows;
- Deep understanding of sell-side/buy-side infrastructure: funding dynamics, prime brokerage;
- Deep understanding of sell-side/buy-side infrastructure: funding dynamics, prime brokerage;
- Working experience covering one major asset or multi-asset class as below;
- Rates: DM/EM rates & derivatives (gov bonds & linkers, EM quasi-gov bonds, and related derivatives i.e., Futures, IRS etc.;
- FX: G7 and major EM related spot, fwd and option etc.;
- Credit: Non-China credit, equity embedded instrument i.e., Convertible bonds, etc.;
- Vol instrument: MBS/CMO, rates option etc.;
- Practical experience in executable hedging tool and strategy. Familiar with arbitrage and RV strategy in major macro and credit markets. Approved good trading and investment tracking
record;
- Expertise in quantitative programming (Python/VBA/R/MATLAB) for back testing, pricing, and risk modeling. Experience with API-based trading systems is a plus.