APAC Quant Risk & Portfolio Architect

Ashford Benjamin

Hong Kong

On-site

HKD 900,000 - 1,300,000

Full time

9 days ago

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Job summary

Ashford Benjamin is partnering with a global top-tier trading platform to appoint a Quantitative Risk and Portfolio Construction Manager to their expanding APAC desk in Hong Kong. You will work closely with Portfolio Managers to oversee risk, balance portfolio construction with trading risk, and optimize performance using factor models and optimization techniques.

The role requires hands-on management of day-to-day trading risks, real-time intraday exposure, liquidity constraints, and

Qualifications

Strong experience in Portfolio Risk or Quantitative Risk management with a proven track record in APAC Equities.
Deep understanding of factor models, portfolio construction and optimization techniques.
Hands-on experience managing active trading-related risks such as Greeks, volatility, and market impact.
Advanced proficiency in Python and SQL for building scalable risk tools and reporting dashboards.

Responsibilities

Oversee risk on the APAC desk, balancing portfolio construction and active trading risk within mandate limits.
Monitor day-to-day trading risks including real-time intraday exposure, liquidity constraints, and concentration risk.
Build and maintain risk engines and reporting tools using Python/SQL; conduct stress testing, scenario analysis and VaR monitoring.
Provide pre-trade impact analysis and post-trade attribution to support trading decisions and long-term investment strategy.