AVP, Multi-Asset Investment (Quantitative)

BOCI-Prudential Asset Management Ltd; Hong Kong Island; On-site; HKD 900,000 - 1,300,000; Full time

Job summary

BOCI-Prudential Asset Management Ltd. is seeking a highly skilled AVP, Multi-Asset Investment (Quantitative) to join our Investment Department in Hong Kong.

The role focuses on macro research, asset allocation strategies, and quantitative analysis to support portfolio decisions. The ideal candidate has at least 5 years in multi-asset or equity research within asset management, with strong Python or R programming for data modelling and a good command of English and Chinese.

Qualifications

• Bachelor's degree in Statistics, Quantitative Finance, CS, Economics or related field.
• At least 5 years' experience in multi-asset, asset allocation or portfolio management.
• SFC Type 9 preferred.
• Proficient in Python or R for data modelling; AI knowledge is a plus.
• Fluent in English and Chinese (Cantonese and Mandarin).

Responsibilities

• Conduct in-depth macro and market research to develop asset allocation and equity strategies by applying quantitative analysis skills.
• Produce investment ideas, quantitative analysis and research reports; present findings to investment teams and stakeholders.
• Assist portfolio managers with portfolio implementation and monitoring, including cashflow management, trade order checking and execution support.
• Prepare presentation decks, market commentary and performance analysis for internal and external use.
• Contribute to model development, data workflows and automation to enhance investment decision-making.

Skills

Python

R

Data modelling

Macroeconomic analysis

English

Cantonese

Mandarin

Education

Bachelor's degree in Statistics/Quantitative Finance/CS/Economics

Tools

Bloomberg

MS Office

Job description

AVP, Multi-Asset Investment (Quantitative)

Our Investment Department is seeking high-caliber candidate with familiarity in mainstream programming languages for data modelling to join us.

Responsibilities

Conduct in‑depth macro and market research to develop asset allocation and equity strategies by applying quantitative analysis skills.

Produce investment ideas, quantitative analysis and research reports; present findings to investment teams and stakeholders.

Assist portfolio managers with portfolio implementation and monitoring, including cashflow management, trade order checking and execution support.

Prepare presentation decks, market commentary and performance analysis for internal and external use.

Contribute to model development, data workflows and automation to enhance investment decision‑making.

Requirements

BSc or above in Statistics, Quantitative Finance, Computer Science, Economics or related discipline.

At least 5 years of relevant experience in multi‑asset, asset allocation, equity research or portfolio management within asset management firms or other financial institutions.

Holding SFC Type 9 is preferred.

Proficient with MS Office and Bloomberg; familiarity with mainstream programming languages (e.g. Python, R) for data modelling is required; AI skill is a plus.

Experience in macroeconomic analysis, asset allocation and equity strategy knowledge; practical portfolio management experience.

Proficient in both written and spoken English and Chinese, including Cantonese and Mandarin.

Candidate with less experience will be considered for a junior-level position.

Teamwork * Responsibility * Integrity * Performance