Manager to AVP, Portfolio Analysis & Solutions (Investment)

BOCI-Prudential Asset Management Ltd; Hong Kong; On-site; HKD 900,000 - 1,500,000; Full time

Benefits offered by this job

Competitive remuneration package

Comprehensive fringe benefits

Job summary

BOCI-Prudential Asset Management Ltd. is seeking a Manager to AVP, Portfolio Analysis & Solutions (Investment) to join the Research & Analytics Team in Hong Kong.

The role centers on risk management, performance attribution, and providing deep insights into portfolio drivers and risk exposures. The candidate will conduct advanced quantitative analysis, monitor risk metrics, develop tools, and deliver detailed reports.

Qualifications

• Bachelor's or graduate degree in quantitative field.
• CFA/FRM designation or ESG certification preferred.
• Minimum 5 years in financial industry related to quantitative portfolio analysis, risk management and performance attribution.
• Strong programming skills in Python and R; SQL is a plus.
• Experience with Bloomberg PORT, FactSet, Aladdin or Barra.
• Solid understanding of portfolio analytics, risk modelling and attribution methodologies.
• Ability to communicate complex quantitative data clearly for Portfolio Managers and stakeholders.
• Fluent in English and Chinese (Cantonese and Mandarin).

Responsibilities

• Conduct advanced quantitative analysis to monitor portfolio performance and risk attribution.
• Monitor VaR, Tracking Error, Stress Testing, Liquidity and provide proactive alerts to Portfolio Managers.
• Design, develop and maintain tools to streamline portfolio data extraction and analysis.
• Produce comprehensive portfolio risk and performance reports and conduct deep-dive analyses.
• Act as power user for portfolio analytics suite and support committees with quantitative research.

Job description

Manager to AVP, Portfolio Analysis & Solutions (Investment)

Our Investment Department seeking a high caliber candidate to join our Research & Analytics Team. This role is central to our risk management and performance functions, focusing on delivering deep insights into portfolio drivers, risk exposures, and performance attribution.

Responsibilities

Conduct advanced quantitative analysis to monitor our portfolio's performance and risk attribution, ensuring strict alignment with fund mandates, characteristics and prospectuses.

Monitor key risk metrics (VaR, Tracking Error, Stress Testing, Liquidity) and provide proactive alerts and insights to Portfolio Managers and stakeholders.

Design, develop and maintain tools to streamline portfolio data extraction and analysis.

Produce comprehensive portfolio risk and performance reports, and deliver deep-dive analysis into return drivers and risk metrics.

Act as the power user for our portfolio analytics suite.

Support Investment Committees with quantitative research on portfolio positioning and "what-if" scenario analysis.

Requirements

Bachelor's or graduate degree in a quantitative field (Finance, Economics, Data Science, Statistics, Operation Research) or a related technical field.

CFA or FRM designation or ESG certification (or progress toward) is highly preferred.

Minimum 5 years of experience in financial industry related to quantitative portfolio analysis, risk management and performance attribution. Experience with ESG monitoring is a plus.

Strong programming (Python, R) skills are essential. Experience with SQL is a plus.

Hands-on experience with at least one major industry platform: Bloomberg PORT, FactSet, Aladdin, or Barra.

Solid understanding of portfolio analytics, risk modelling, and attribution methodologies.

Ability to communicate complex quantitative data in clear, actionable narratives for Portfolio Managers and stakeholders.

Proficient in both written and spoken English and Chinese, including Cantonese and Mandarin.

Candidate with less experience will be considered as more junior level position.

We offer competitive remuneration package and comprehensive fringe benefits to the right candidates.

Teamwork * Responsibility * Integrity * Performance