Our client is a global investment firm.

Key responsibilities

Assist in developing framework and building model to project long-term expected returns. This includes:

• Assist in engagement of key stakeholders and management on formulating economic outlook
• Assist in translating economic outlook in asset classes returns
• Modeling of asset class returns incorporating characteristics and risk/return profile of asset classes
• Building of quant model to simulate asset class returns, including integration of different models
• Assist in translating expected returns into portfolio and asset allocation decisions.

 

Experience and Personality traits

• Degree in Financial engineering/ computational finance/ financial mathematics equivalent
• Applied economics or applied mathematics may also be considered.
• Around 5 to 6 years of experience
• Quant modelling experience preferred
• Experience in using Matlab and other programming languages
• Strong analytical skills
• Ability to understand the strategic context and use of expected return in the organization and team’s objectives
• Ability to engage stakeholders and project manage timeline
• Experience in quant risk, complex pricing, actuarial, investment management and asset management,  preferred
• Able to multi-task with good time management
• Good communication skills
• Has initiative and takes responsibility in his/ her work
• Meticulous and pay attention to details. 

To apply, pl send your cv in word doc including details on your current salary, expected salary and notice period. You can email to resume@cap-cg.com, or click the below “Apply for this Job” button.

We regret to inform that only shortlisted candidates will be notified.

Posted by:

CAP Consulting (EA license: 14C7175)
Caroline Poh (EA Registration: R1105649)