Description

Our client- a Leading Chinese Securities Firm is seeking an exceptional Quantitative Portfolio Manager to join their dynamic Asset management division in Hong Kong. This role is ideal for a results-driven professional with a strong background in quantitative research, systematic strategy development, and portfolio management.

Quantitative Fund Portfolio Manager

Key Responsibilities

• Design, develop, and implement quantitative investment strategies across equities, derivatives, and multi-asset portfolios.
• Conduct rigorous backtesting, simulation, and validation of trading models to ensure robustness and scalability.
• Manage day-to-day portfolio operations, including position sizing, rebalancing, and risk monitoring.
• Collaborate with research, trading, and technology teams to enhance existing models and integrate new data sources or signals.
• Perform performance attribution analysis and provide regular reporting to senior management and stakeholders.
• Stay updated on market trends, academic research, and regulatory changes affecting quantitative investing.

Qualifications & Experience

• A top-tier academic background is required, with a minimum of a Bachelor's degree from a world-renowned or highly selective university .
• Minimum 5 years of hands-on experience in quantitative portfolio management within a buy-side environment (hedge fund, asset manager, or proprietary trading firm).
• Proven track record in developing and deploying systematic strategies.
• Strong programming skills in Python, R, C++, or MATLAB, with experience in data analysis, backtesting frameworks, and high-frequency.
• Deep knowledge of financial markets, derivatives, risk management techniques, and portfolio construction theory.
• Excellent communication skills in English & Mandarin