Quantitative Portfolio Manager - Multi-Asset Solutions

Responsibilities

The role combines quantitative research with applied multi-asset portfolio management, translating quantitative models and signals into portfolio decisions, implementation, and clear communication.

\- Partner with the quantitative team on portfolio optimisation, model improvements, and implementation, maintaining clear documentation of methodologies and investment implications.
\- Assist in defining portfolio objectives, risk budgets, and constraints; interpret and challenge optimisation outputs and translate them into positioning consistent with the investment process.
\- Manage standard and customised multi-asset portfolios using the Bank's quantitative framework, applying cross-asset investment judgement.
\- Apply cross-asset knowledge to portfolio construction, asset allocation, and risk management, including equity and fixed-income applications. Assess performance, exposures, and the investment implications of model outputs.
\- Support ongoing development of multi-asset strategies, using the Bank's quantitative framework as well as custom risk and alpha overlays.

\- Work with the quantitative team on derivatives overlays, hedging, and other systematic investment applications.
\- Collaborate with the AI team to interpret quantitative signals and portfolio changes, using market and Investment Committee context to develop and validate investment analysis and explanations.
\- Oversee portfolio data quality and improve analytical tools and dashboards for performance analysis, risk monitoring, and implementation.
\- Share knowledge, support colleagues, and coach junior team members in the application of the investment philosophy and quantitative portfolio processes and tools.

\- Explain portfolio decisions, models, and signals clearly, and prepare presentations and investment information packs for internal and external audiences.
\- Work with Client Portfolio Managers and distribution colleagues on investment communication, participating in client and prospect meetings as required.

\- More than five years of experience in applied portfolio management positions, with proven multi-asset or cross-asset experience.
\- Experience in systematic investing, quantitative trading, and cross-asset factor models for alpha generation or risk management; sound financial markets knowledge.
\- Excellent Python skills and strong knowledge of statistics, data science, finance, machine learning, and financial time-series analysis, with experience applying these to quantitative investment solutions. Experience with SQL, PostgreSQL, and MongoDB.
\- Research and technical-writing experience, with academic publications an advantage; rigorous attention to models, data, and outputs.
\- Excellent communication and presentation skills, including the ability to explain complex investment concepts clearly. Fluent professional English; proficiency in Mandarin, Cantonese, or Japanese is an advantage.
\- Self-motivated, hard-working, and collaborative, with a growth mindset, integrity, and commitment to regulatory and company requirements.
\- A master’s degree in quantitative finance or financial engineering is preferred.

Fuku · Hong Kong, Hong Kong · Full-time · Posted 2026-10-23