Equities Quant Researcher: Portfolio Construction & Risk

Ashford Benjamin; Hong Kong; On-site; HKD 700,000 - 1,100,000; Full time

Job summary

Ashford Benjamin seeks a Quantitative Researcher to join its Equity Quant team in Hong Kong. The role focuses on portfolio construction and risk-aware analysis, partnering with fundamental teams to optimize regional portfolios.

Candidates should have 2–6 years of experience, strong factor modelling, and Python coding. A BS or MS in a highly analytical field from a top university is required; excellent communication and attention to detail are essential.

Qualifications

• 2–6 years of experience in quantitative research or related roles.
• Sell-side or buy-side background with portfolio construction focus.
• Factor modelling and factor risk expertise required.
• Fundamental or systematic strategy with strong modelling and construction experience.
• Python proficiency is a must.
• BS or MS in a highly analytical field from a top university.
• Strong analytical skills and rigorous problem-solving.
• Excellent communication to convey complex concepts clearly.

Responsibilities

• Portfolio construction: collaborate with investment leadership on risk, portfolio construction, and technology decisions.
• Cross-team collaboration: liaise with quantitative research and fundamental portfolio managers to apply quantitative and risk tools.
• Research & analytics: conduct research and statistical analysis in securities evaluation, including multi-factor modelling, risk attribution.
• Ad hoc analysis: support investment decisions with targeted statistical analyses using proprietary tools and data.
• Automation: automate discretionary strategies within relevant equity markets.

Skills

Factor modelling

Python

Analytical skills

Communication

Attention to detail

Education

BS/MS in analytical field

Job description

Ashford Benjamin seeks a Quantitative Researcher to join its Equity Quant team in Hong Kong. The role focuses on portfolio construction and risk-aware analysis, partnering with fundamental teams to optimize regional portfolios.

Candidates should have 2–6 years of experience, strong factor modelling, and Python coding. A BS or MS in a highly analytical field from a top university is required; excellent communication and attention to detail are essential.