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Job Title: AVP/Quantitative Analyst, Fixed-Income
Reports to: SVP/Chief Investment Officer, China Fixed Income
Location: Shanghai, China
Who You’ll Work With:
Investment & Research Team
What You’ll Do:
Quantitative Research and Strategy Development
Conduct quantitative research on fixed-income assets including treasury bonds, financial bonds, corporate bonds, convertible bonds, interbank negotiable certificates of deposit, etc. Construct and optimize core quantitative indicator models such as yield curves, spreads, duration, and convexity, and explore asset pricing patterns and market volatility characteristics.
Conduct historical backtesting of simulated portfolios based on historical data in line with the company’s product development needs and existing investment strategies.
Develop fixed-incom...