Description
We are seeking an ALM Analytics Associate to support the ALM Analytics Lead in developing, maintaining, and enhancing the Group's asset modelling capabilities.
The successful candidate will contribute to the development, maintenance, and automation of asset valuation models for various asset classes, including fixed-income, alternatives, real estates, and derivatives.
Key responsibilities include:
- Developing, maintaining, and driving automation of asset valuation models for various asset classes
- Developing and maintaining Group economic scenario generator (ESG) models for various market risk factors
- Supporting SAA/TAA and portfolio optimization exercises through asset return modelling and stochastic simulation
- Providing advice on economic risk calibrations of different asset classes
- Ensuring model governance, data quality, validation, and controls are in place
The ideal candidate will have:
- 10+ years of experience in asset modelling, quantitative finance, or risk management
- A degree in Quantitative Finance, Economics, Mathematics, or a related discipline
- Professional qualifications such as CFA or FRM are preferred
- Solid understanding of various asset classes and their risk characteristics
- Strong quantitative programming skills in Python, R, Matlab, or equivalent
- Experience with stochastic simulation techniques and economic scenario generators