Quantitative Portfolio Analyst
The Quantitative Portfolio Analyst will work together with the Asia investment team members to develop and maintain the Global Investment Solutions for their clients.
This position will report to the Senior Portfolio Manager, and be responsible for
1. Develop and maintain analytics for global portfolio risk analysis.
2. Design and implement the financial models to measure various risks of equity portfolios, including macro risk, event risk, fx risk, asymmetric risk, VAR etc.
3. Design methodologies to measure various risks of fixed income portfolios, including macro risk, yield curve risk, credit risk, fx risk, asymmetric risk, VAR etc., and implement them in UBS Delta.
4. Develop financial models to manage equity and fixed income portfolio risks..
5. Design and develop analytical reports.
6. Construct optimal portfolios by using optimization tools.