Director of Quantitative Strategy
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Quantitative analysis and inputs are critical to AIA Group's investment capability. This role, housed in Group Investments will provide a focus for the strategy and approaches used across the group for Quantitative Analysis as well as responsibility for oversight of key quantitative modelling and analytics used across group investments for Forecasting, Tactical Asset Allocation, Portfolio construction and Other KPI impact measurement and optimization related to investments:
The primary objectives of this role are:
1. Work closely with Investment decision makers across the group and act as the subject matter expert in advising them on the use of quantitative investment analysis and guiding them on how best to initiate, calculate and maintain such analysis.
2. Develop a strategy for how to efficiently manage such requirements across AIA group.
3. Directly manage the development and implementation of quantitative models and analyses to support and optimize the investment process and investment risk oversight of the firm undertaken or initiated at group.
4. Coordinate quantitative analysis initiatives, functions and resources across the group to ensure best practice and efficiency.
5. Provide oversight and direction to the middle office in their development of the group wide analytics platform (strategy, priorities, tools and approaches) Roles and Responsibilities:
1. Design and run quantitative models based on economic and market data to provide insights on market trends, forecasts and relative value across asset classes
2. Develop quantitative tools for scenario analysis on TAA strategies to crystalize implications to risk/return profile of portfolios and to key financial metrics of the organization
3. Coordinate resources used to respond to general or specific quantitative analysis requests at group.
4. Support Director of Asset Allocation to enhance and implement the TAA process for both general account and ILP and research
5. Work with BU investment teams to develop new investment strategies, portfolio optimization tools and techniques and perform research on new asset class opportunities
6. Develop and implement AIA Investment's quantitative analytics strategy to develop, optimize or support investment processes
7. Initiate and coordinate a community of quant resources across the firm Financial and Non-Financial Measures:
Performance is tied to the following:
1. Effectiveness of quantitative model and analyses developed
2. Engagement with stakeholders and ability to fulfil their requirements Communication Requirements
This position requires excellent verbal and written communication/interpersonal skills as the candidate is required to frequently work with the following parties:
Group and BU Investments, Group Capital Management, Group Risk, Group Treasury
Research and relationship functions of banks and asset management companies, vendor of data and quantitative model Minimum Job Requirements:
1. Postgraduate in Mathematics, Finance, Economics, Business Administration or related fields
2. Minimum 10 years of experience in quantitative research and analytics
3. Strong capability in building and running quantitative models for investment analysis with effective use of different systems and programming languages, Python experience preferred.
4. Previous experience in portfolio management preferred
5. Previous working experience in life insurance industry preferred
6. Excellent communication and interpersonal skills
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