AVP, Investment Lab Analyst, Private Bank (English and Chinese/Cantonese required)
Core
Designing customized strategic and tactical asset allocation strategies, performing statistical modeling, and developing innovative analytical frameworks for ultra-high-net-worth clients in the AP region.
Role type
Senior Investment Lab Analyst (Private Bank)
Builds
Bespoke investment strategies, client analytics, and proprietary analytical tools for Citi Private Bank.
Domain
Private Banking / Wealth Management / Quantitative Finance
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Modern Portfolio Theory, asset allocation techniques, portfolio simulation, risk analytics, financial modeling (Monte Carlo, optimization, regression), statistical analysis, Python, machine learning, quantitative analytics
Preferred skills
CFA designation, knowledge of credit products and Investment Finance, programming languages other than Python
Technologies
Excel, Python, Monte Carlo simulation, optimization tools, regression tools
Responsibilities
Design customized strategic and tactical asset allocation strategies for clients' portfolios using proprietary models and tools. Perform in-depth analysis on individual investment products, strategies, and portfolios across asset classes. Perform statistical modeling across asset classes. Collaborate with Private Bankers and Investment Counselors to develop objective, actionable proposals to clients. Position relevant CPB's global and regional themes. Identify opportunities for CPB and our client segments via analysis of the book of business and markets/product trends.
Seniority
Senior, hands-on IC
