Essential responsibilities:
- Produce and validate quarterly calibrations of asset class models for the Asia Pacific market.
- Create new financial models of asset classes in the Asia Pacific market.
- Perform efficient frontier, duration, and cash flow analysis in order to develop investment strategy recommendations based on the client’s financial objectives and risk tolerance.
- Produce risk neutral and real world stochastic scenarios in order to support ESG based project work such as economic capital modelling.
- Maintain and update customized client reports which communicate the analysis which has been performed and provides clients with a mechanism for investment decision making.
- Update presentations for the sales team which showcase the relevant features of Conning’s asset modelling capabilities.
Requirements:
- Experience of working in a technical role within the finance industry, e.g. investment, investment consulting, actuarial etc. preferred.
- Experience with programming languages such as MATLAB, R, Python, etc. preferred.
- Demonstrate willingness to learn and expand one’s knowledge and skills.
- Ability to work in a team environment.
