Fixed income Analyst/Assistant to Portfolio manager (Hong Kong Branch) Fixed income Analyst/Assistant to Portfolio  …

Bank Of China (Hong Kong) Limited
in Hong Kong
Permanent, Full time
Last application, 22 Jul 21
Competitive
Bank Of China (Hong Kong) Limited
in Hong Kong
Permanent, Full time
Last application, 22 Jul 21
Competitive
Fixed income Analyst/Assistant to Portfolio manager (Hong Kong Branch)
Responsibilities:
  • Assist the team in daily G3 bond investment, fixed income portfolio management, as well as preparing statistics and reports. Responsible for carrying out risk assessment.
  • Conduct research based on quantitative analysis, methodology selection, data collection and analysis, back-testing, execution and performance monitoring, with a focus on global rates market, asset-backed securities market, credit bond market and derivatives market including futures, Swaps.
  • Bond recommendation and investment strategy generation, through relative value analysis, forecast model, credit analysis, implied rating assessment etc.
  • Forecast market direction and identify market opportunity.
  • Conduct credit analysis and assess credit risk equipped with knowledge of company developments, including keep tracking of earnings, corporate actions, industry dynamics and other corporate events on portfolio holdings and potential investments.
Requirements:
  • Bachelor's or above degree in Statistics, mathematics, Physics, computer science, or other quantitative major.
  • Speaks fluent Mandarin and English. Speaks Cantonese which is a plus.
  • Advanced PC computer skills and industry software familiarity preferred. VBA application skill is a plus.
  • Programming skills in any of the following: C++, Java, C#, MATLAB, R, Python or Perl are pluses.
  • Prior experience developing, researching or implementing quantitative models for relevant product areas is a plus.
  • CFA designation is a plus.


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