Associate Manager (Quantitative Analyst) - Portfolio Risk Analytics Unit

Location
Kuala Lumpur, Wilayah Persekutuan Kuala Lumpur (MY)
Salary
Market + Competitive Employee Benefits Package
Posted
Aug 03, 2021
Closes
Sep 02, 2021
Ref
Strategic Asset Allocation
Industry Sector
Asset Management
Employment Type
Full Time
Education
Bachelors

Responsibilities:

To assist team members in undertaking the investment research and risk monitoring function towards improving the risk-adjusted return performance of funds under management as follows: -

● To appraise the risk performance of funds against their risk-return objectives and constraints as identified under respective Objective Setting Statements (OSS) as well as against appropriate peers or benchmarks.

● To conduct a factor-based performance assessment of the portfolios to supplement the traditional return performance appraisal, which includes quantify the portfolio risk factor exposures, and conduct a multi-factor portfolio return contribution & attribution analysis.

● To conduct research on promising areas of quantitative finance in order to generate suitable ideas in market forecasting, systematic portfolio strategies and portfolio risk management for further research as well as survey the academic & practitioner literature to formulate and ground appropriate hypotheses for testing.

● To apply mathematical, statistical & data science techniques in designing, developing and implementing robust quantitative systems or analytical tools such as forecasting models, back-testing algorithms & optimisers to model the financial markets and evaluate the research ideas.

● To analyse and interpret the risk performance evaluation & quantitative research results, prepare reporting outputs & presentation materials, as well as engage all relevant stakeholders as necessary for presentation and discussion of findings to inform & enhance investment decision-making.

● To validate, maintain and refine both appropriate portfolio risk evaluation processes and also research methodology & quantitative models to incorporate key learnings.

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