Quantitative Equities Strategy Manager - HSBC Global Asset Management

HSBC

  • 中環
  • 長期
  • 全職
  • 20天前
Job descriptionSome careers open more doors than others.If you're looking for a career that will unlock new opportunities, join HSBC and experience the possibilities. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities, support and rewards that will take you further.International Wealth and Premier Banking (IWPB) provides a leading premium proposition through Premier Banking and, together with our Private Bank, are present across the world's most important markets, booking centres, and corridors most valued by our clients. Our wealth offering is further enhanced through our best-in-class manufacturing capabilities in Asset Management and Insurance. HSBC Asset Management, the investment management business of the HSBC Group, invests on behalf of HSBC's worldwide customer base of retail and private clients, intermediaries, corporates and institutions through both segregated accounts and pooled funds. HSBC Asset Management connects HSBC's clients with investment opportunities around the world through an international network of offices in 23 countries and territories, delivering global capabilities with local market insight.We are currently seeking a high calibre professional to join our team as a Quantitative Equities Strategy Manager.Principal ResponsibilitiesIn this role you will
  • Carry out regular and ad-hoc client portfolio management tasks such as PnL analysis, attribution and optimisation tasks
  • Support Quant Equity team to research and develop quantitative models and strategies
  • Collaborate with colleagues across teams consolidating ESG & climate data projects and contribute to the team's net zero project
  • Contribute to idea generation and in-house quantitative code library development
  • Apply data science-based techniques to the Quant Equity team
  • Conduct regular and ad-hoc rigorous portfolio analysis, construction and optimization
RequirementsTo be successful you will need
  • To be a graduate or equivalent from reputable university in Math/Computing/Engineering orientated, or similar, post grad degree
  • Proven experience and knowledge on quantitative finance analysis and development within fund management or investment banking industry
  • Strong computing capabilities with familiarity of R and/or Similar language as well as researching and building portfolio optimization applications with deep knowledge of the underlying algorithms
  • Experience in portfolio analysis and construction
  • ESG and Climate data research, integration and implementation
Opening up a world of opportunityHSBC is committed to building a culture where all employees are valued, respected and opinions count. We take pride in providing a workplace that fosters continuous professional development, flexible working and opportunities to grow within an inclusive and diverse environment. Personal data held by the Bank relating to employment applications will be used in accordance with our Privacy Statement, which is available on our website.Issued by The Hongkong and Shanghai Banking Corporation Limited.

HSBC