Conning is a leading global investment management firm with a long history of serving the insurance industry.

We develop customized investment strategies that address our clients’ unique objectives, requirements and tolerance for risk. We develop solutions by leveraging Conning’s risk management tools and utilizing a highly disciplined investment process that relies on fundamental analysis.

Role Summary:

Investment solution team develops strategic and tactical asset allocation models for multi-asset investments, using sophisticated statistical techniques.

Key Responsibilities

• Build strategic asset allocation framework for liability driven investment: generate optimal risk-adjusted returns for multi-asset portfolios whilst achieving capital efficiency, consistent with risk-based capital regulation and new accounting rules.
• Develop multi-asset tactical allocation strategies based on quantitative models and sound economic understanding, such as equity-fixed income rotation model, country rotation model, sector rotation model, and FX forecasting model.
• Conduct macro research, collaborate with team members on financial market analysis related tasks.
• Collaborate with portfolio managers, traders, and other investment professionals to implement allocation strategies, manage portfolio risks, and develop related tools.
• Ad hoc tasks assigned by managers.

Required experience:

• Master/PhD in Statistics, Mathematics, Financial Engineering, or related quantitative fields of study; for master’s degree holder, qualifications of financial examinations (e.g. CFA, FRM, CAIA) are preferred.
• Experience in quant strategies development, familiar with numerical optimization, machine learning techniques, and asset allocation models.
• Experience in stochastic process simulation and parameter estimation techniques, is able to use advanced statistical methodologies and tools, such as MCMC, filtering based algorithms, basic understanding of option pricing theory.

Key skills:

• Probability theory, Statistical Computing, and numerical analysis.
• Advanced python programming skills.
• Familiarity with macro economy, financial markets, and investment concepts.
• Great sense of ownership and communication skills, proficient in English and Chinese; need to communicate research findings and investment recommendations to senior management and clients.

Conning is an equal opportunity employer. Our company embraces the principles of and inclusion; our employees can bring the best version of themselves to work every day. We thrive in an environment where everyone’s voice is heard, every idea counts, and the differences of our employees are valued. We provide reasonable accommodations to those who need them.

If you are unable to complete this application due to a disability, contact us to ask for an accommodation or an alternative application process.

We are an Equal Opportunity Employer and do not discriminate against any employee or applicant for employment because of race, color, sex, age, national origin, religion, sexual orientation, gender identity, status as a veteran, and basis of disability or any other federal, state or local protected class.

Applicants must exhibit a strong commitment to meet compliance obligations reflecting Conning's core values of honesty and integrity; must accept responsibility for compliance in each role and comply with all applicable rules, regulations, and legal requirements.