Vice President - Multi-asset Indices & Analytics – Portfolio strategy/client services – Singapore

A leading investment bank is currently looking to add a quantitative strategist with a background in indices and client services to their portfolio strategy group in New York.

You will be working on a multi-asset platform used by investment professionals and asset-managers to manage their portfolios and will sit within the marketing group to focus on the optimisation- and risk-modules.

The ideal candidate will have experience:-

-Marketing index products and servicing clients across Asia

-Optimised/rebalanced clients index-tracking portfolios of government and corporate bonds using the in-house developed portfolio optimiser and portfolio system.

-Customised quantitative analysis of fixed income markets for major clients, internal sales/trading.

-Maintaining the indices.

-Advising clients on customised benchmarks and carrying out marketing presentations of index products

-Testing the development of the portfolio system.

The role:-

• Assisting marketers with their client-interaction in interpreting risk-reports and optimisation results on an ad-hoc basis; to identify the sources of risk and return

• Risk modelling used a multi- factor-approach and covariance-matrix- and VaR-based.

• Detailed knowledge of the models, their strengths and weaknesses.

• Portfolio optimisation/asset-allocation client discussions clients- implementing their mandates and strategies.

• Production Management- to recognise the relative priority and development impacts of modelling requests from internal and external clients.

• Management of the training programme for clients- including seminars and webinars, and the RFP-process for the team.

Applicants from a quantitative investment strategy background, experience on a  portfolio risk management platform or within prime brokerage will also be considered for the position if you possess the following skills:-

• Outstanding analytical and problem solving skills

• Model expert: thorough understanding of parametric, historical and simulation based risk models; ability to explain them to clients
• Performance specialist: key contact for return attribution focussed clients/ coordinator for return attribution model development.
• Index expert: broad knowledge of fixed income index landscape; experience in constructing indices and calculating analytics.
• Portfolio analysis: Extensive knowledge on two of the leading portfolio analysis platforms; experience in portfolio optimisation and hedging
• Broad product knowledge of fixed income markets, instruments, valuation and analytics
• Client focus: extensive direct client coverage; trusted and valued account manager for large, important clients
• Team building and management: built completely new client services team .
• Programming skills: working knowledge in SQL

The ideal candidate will be familiar with indices and multi asset platforms however those in a quantitative role and experience working with clients will also be considered.

Interviews are taking place currently. Please apply directly to strategy@selbyjennings.comor visit our website at www.selbyjennings.com .