Description and Requirements The Opportunity The Director, Portfolio Manager - Systematic Fixed Income sits within the IAM (Insurance Asset Management) team. The current portfolio is a $600~700 million AUM multi-asset fixed income strategy focused on the Taiwan market, serving both institutional and retail clients. New strategies and products will expand into additional markets, including pension, endowment, insurance, and reinsurance.
In this role, you will:
- Develop and manage quantitative strategies
- Generate strategies and develop products that meet market demands and provide solutions to client needs. Work with sales and marketing to promote products
- Manage strategies and perform portfolio operations. Generate and execute trades. Monitor positions, performance, and risks. Track and address portfolio issues with traders, fundamental analysts, brokers, middle office, custodians, vendors, and clients
- Interact with clients. Communicate investment process and philosophy. Address client questions and concerns. Write commentaries and client reports
- Engage in full life cycle of fixed income research
- Generate ideas, conduct research, and build models to forecast expected returns and risks for Fixed Income asset classes, including but not limited to: currencies, rates (treasury, bond futures, interest rate swap), corporate credit (investment grade & high yield), emerging market debt (sovereign and corporates, hard-currency and local-currency), securitized, agency debt, and inflation-linked bonds
- Build, maintain, and continuously improve data infrastructures. Design databases. Collect and process data from vendors and public data sources.
- Create and maintain software and codes. Implement tools for data processing, factor research, model estimation, portfolio construction, portfolio management operations, and reporting. Manage software development under a CI/CD framework with code reviews, issue tracking, and documentation components
#MIM
Key Responsibilities In this role, you will:
- Develop and manage quantitative strategies
- Generate strategies and develop products that meet market demands and provide solutions to client needs. Work with sales and marketing to promote products
- Manage strategies and perform portfolio operations. Generate and execute trades. Monitor positions, performance, and risks. Track and address portfolio issues with traders, fundamental analysts, brokers, middle office, custodians, vendors, and clients
- Interact with clients. Communicate investment process and philosophy. Address client questions and concerns. Write commentaries and client reports
- Engage in full life cycle of fixed income research
- Generate ideas, conduct research, and build models to forecast expected returns and risks for Fixed Income asset classes, including but not limited to: currencies, rates (treasury, bond futures, interest rate swap), corporate credit (investment grade & high yield), emerging market debt (sovereign and corporates, hard-currency and local-currency), securitized, agency debt, and inflation-linked bonds
- Build, maintain, and continuously improve data infrastructures. Design databases. Collect and process data from vendors and public data sources.
- Create and maintain software and codes. Implement tools for data processing, factor research, model estimation, portfolio construction, portfolio management operations, and reporting. Manage software development under a CI/CD framework with code reviews, issue tracking, and documentation components
Required Qualifications Basic Qualifications:
- 5-10 years of working experience
- A master's or PhD degree in computer science, mathematics, physics, economics, finance, or other technical and quantitative disciplines from a top university with a strong academic record
- Proficiency with math, econometrics, and time series analysis
- Knowledge and experience in optimizations, in particular convex optimization
- Advanced programming skills, coding experience in Python, R, and SQL
- Knowledge of fixed income asset classes, instruments, valuation methods, main driver of returns and risks
- Strong communication skills, both verbal and writing
- Ability to multi-task
- Ability to learn new skills quickly
- Ability to use approved AI tools to support routine tasks such as drafting summarizing, and organizing information, and improving day-to-day efficiency.
- W orking knowledge of AI capabilities with the ability to evaluate and validate outputs with guidance.
Preferred Qualifications Preferred Qualifications:
- PhD in quantitative disciplines
- Math, physics, or computer science award winners
- Experience in fixed income factor investing
- Familiarity with fixed income trading process and operations
- Client-facing experience
- Working knowledge of Bloomberg tools (PORT, AIMS), DataStream, FactSet OnDemand
- Programming skills in java/javascript, C/C++/C#, html/xml
- Familiarity with big data, machine learning, AI
Location Expectation: This is a hybrid role
requiring a minimum of 3 days per week in office.
The expected salary range for this position is $205,000 - $225,000
This role may also be eligible for annual short-term incentive compensation and stock-based long-term incentives. All incentives and benefits are subject to the applicable plan terms.
Benefits We Offer Our U.S. benefits address holistic well-being with programs for physical and mental health, financial wellness, and support for families. We offer a comprehensive health plan that includes medical/prescription drug and vision, dental insurance, and no-cost short- and long-term disability. We also provide company-paid life insurance and legal services, a retirement pension funded entirely by MetLife and 401(k) with employer matching, group discounts on voluntary insurance products including auto and home, pet, critical illness, hospital indemnity, and accident insurance, as well as Employee Assistance Program (EAP) and digital mental health programs, parental leave, paid time off, paid holidays, volunteer time off, tuition assistance and much more! For more information regarding MetLife's U.S. benefits, please
click here . 
