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Portfolio Engineer

Morgan McKinley
Shanghai, China
Posted 20 days ago Permanent Competitive
Portfolio Engineer
A quant risk role in a global AMC

Purpose of your role and key responsibilities:
  • Work closely with the technology team to ensure data issues are rapidly addressed and lessons learnt are fed into the platform development projects.
  • Constantly evaluate the efficacy and accuracy of the team's quantitative portfolio management tools, think creatively to make recommendations for improvements.
  • Work closely with operational teams to systematise processes where possible.
  • Support the modelling of client portfolios and work closely with Investment Directors to ensure client reporting requests are managed in a timely fashion.
  • Work closely with Portfolio Managers (PMs) in the Systematic Equity team to manage the day to day running of client portfolios.
  • Make recommendations to PMs around cash flows, corporate actions, operational and trading matters. Work closely with the IM Operation and Trading team to ensure effective and timely execution.
Experience and Qualifications Required
  • Significant experience with equity data and quantitative data analysis
  • Ability to fully understand and manipulate sophisticated quantitative equity portfolio construction processes
  • Solid understanding on Barra and/or similar mean-variance optimisation systems and processes would be advantageous
  • Exceptional attention to detail
  • Ability to think independently and creatively to identify problems and solve them
  • Experience with at least one modern interpretive programming language
  • Excellent ability to communicate technical issues in English, both in writing and verbally
  • Ability to work under pressure and to meet tight deadlines
  • Collaborative working style and proven ability to bring together people from a range of teams to get things done
Job ID  BBBH823270
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