Our client is a leading US Insurance company looking for a Quantitative Investment Analyst .This position is based in Hong Kong.
- Provide quantitative analysis and modelling in support of asset allocation and strategy development for:
- Company’s own (AIC) portfolios; as well as
- In support of insurance portfolio advisory services provided by MIAL/MIM for third party clients;
- Build management tools to enhance portfolio decision making;
- Maintain processes, assumptions and techniques to support new business pricing;
- Perform research and build investment strategies to support and achieve enterprise objectives.
- Assist in the design and monitoring of appropriate asset/liability strategies and tactics to reduce interest rate and other capital market related risks. Evaluate portfolio management techniques in both the cash and derivatives markets to support this effort.
- Support appropriate asset liability management, approaches to construct asset portfolios for new product development.
- Assist country portfolio managers to conduct scenario analysis for portfolio rebalancing, asset sector selection and optimization analysis associated with strategy evolution.
- Understand assigned MetLife businesses, their products and the associated liability profiles to provide support in generating portfolio strategies that help achieve earnings, growth and risk management objectives.
- Identify business driven issues and initiatives. Support in developing and managing projects to solve portfolio and risk management issues or seize earnings opportunities.
- Actively participate in the Company ALM management process including ALM working groups.
- Assist in the development of portfolio investment objectives and guidelines.
- Monitor portfolio asset-liability profile including scenario analysis, cash flows and stress testing.
- Research the implications of the regulatory environment and statutory and GAAP accounting as they relate to portfolio strategy.
- Support regional level reporting needs and help drive process automation.
Competencies: (list competencies in order of importance)
- Strong quantitative background; high comfort level with numbers and coding experience in MATLAB strongly preferred.
- 5-8 years of experience in portfolio management or related lines of business.
- Asset-liability management and investment strategy experience a plus.
- Exceptional analytical, communication, prioritization, and project management skills.
- Strong interpersonal skills and team orientation to build partnerships and work successfully with front office, Country Managers and Investment Directors (CIOs).
- Client management and business profitability focus.
- Knowledge of investments markets in the region is a plus.
If you are interested in this role, please forward an up-to-date copy of your CV to email@example.com or call us now
Samantha -Global Sage +852 2872-2597 (Direct Line)
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