Charterhouse is partnering with a government entity based in Abu Dhabi who are looking to hire a Principal to join their team. The successful candidate will play a crucial role in providing analyses and recommendations regarding strategic and dynamic portfolio management issues for all areas across the global fixed income and inflation markets (covering developed and emerging markets).
About the role
As principal, the main responsibilities will be to create both systematic dynamic and dynamic asset allocation models to boost the strategy’s alpha potential as well as developing models to predict key macroeconomic variables to impact asset prices.
Additionally, this role will be monitoring futures, options and swap positions for the strategy fixed income/ inflation positions and the overlay portfolio and be responsible for researching and recommending appropriate market and risk measures to the board, whilst monitoring of the daily valuation and risk measurements selected.
About you
To be considered for this role, the successful candidate must have proven experience with a range of securities and derivatives as well as a thorough understanding of fundamental and theoretical factors effecting pricing, performance and risk for complex instruments (e.g. options and OTC derivatives).
The ideal candidate will also have a strong understanding of quant investment metrics including risk measures and analytics, risk budgeting, scenario analysis and benchmark risk analysis (including track error). The successful candidate will hold a Bachelor’s degree ideally with a Masters and CFA qualified.
