Responsible for designing and maintaining a robust and automated asset allocation operations architecture; data platforms, infrastructure and dashboard to allow for real time monitoring and analysis of economic, market, and other signals supporting cross-asset research efforts on portfolio construction, portfolio rebalancing, building/testing systematic trading strategies/signals, liquidity management, left tail risk mitigation, and FX or inflation hedging.
- CFA, FRM, Programming
- Data platforms, infrastructure, dashboards, market analysis, portfolio, trading
Responsible for developing and implementing non correlated equity strategies (Relative Value, Long/Short market neutral, Macro, Event Driven, Hedged Systemic or Opportunistic Thematic) to lead the development of dynamic asset allocation process and alpha investments, with a focus on global equity strategies.
Assist in the set-up a research platform for equity sectors, industries, countries, regional and style recommendations.
- Newly formed team that will lead the development of dynamic asset allocation
- Matlab, Python, Excel-VBA