FICC - Multi-Asset Portfolio Manager

Huatai International Financial Holdings Company Limited; Hong Kong; On-site; HKD 1,200,000 - 2,400,000; Full time

Job summary

Huatai International Financial Holdings Company Limited seeks an experienced portfolio management professional to lead multi-asset portfolios with a fixed-income core, driving absolute-return strategies within risk targets.

The role focuses on building risk parity frameworks, developing proprietary models, and performing due diligence on new products. Extensive experience across rates, credit, currencies, and asset-backed instruments is expected.

Qualifications

• Master’s degree in a quantitative field is required.
• 7–10+ years in portfolio management or trading across multi-asset fixed income and derivatives.
• Proven alpha generation in buy-side or sell-side environments.
• Experience with funding dynamics, prime brokerage, collateral, and trading workflows.
• Hands-on programming for back-testing, pricing, and risk modelling.

Responsibilities

• Lead the construction and management of multi-asset portfolios with a fixed-income core.
• Design risk parity frameworks to optimize asset allocation and hedging.
• Build proprietary models to identify mispricing and enhance alpha generation.
• Lead due diligence on new investment products and oversee onboarding for instruments.

Skills

Python

VBA

R

MATLAB

API-based trading systems

Education

Master’s degree in Mathematics, Physics, Economics, Finance, or a related quantitative field

Tools

Quantitative models

Job description

Job Responsibilities

• Lead the construction and management of multi-asset portfolios (rates, credit, FX, asset-backed, vol products) with a fixed-income core, driving absolute-return strategies while adhering to risk-adjusted performance targets.
• Design and implement risk parity frameworks to optimize asset allocation, hedging strategies, and leverage across multi-asset portfolios, ensuring alignment with fund mandates and liquidity constraints.
• Build proprietary quantitative models to identify mispricing, assess tail risks, and enhance portfolio alpha generation.
• Lead due diligence on new investment products and oversee onboarding for executable instruments.

Job Requirements

• Master’s degree in Mathematics, Physics, Economics, Finance, or a related quantitative field.
• 7 to 10+ years of hands-on portfolio management or trading experience in multi-asset fixed income and derivatives, with a proven track record of alpha generation within buy-side/sell-side institutions.
• Deep understanding of sell-side/buy-side infrastructure: funding dynamics, prime brokerage relationships, collateral management, and trading system workflows.
• Working experience covering one major asset or multi-asset class as below.
• Rates: DM/EM rates & derivatives (gov bonds & linkers, EM quasi-gov bonds, and related derivatives i.e., Futures, IRS, swaptions etc.)
• Asset-backed: MBS/CMO/TBA, covered bond, global-related products.
• Credit: Non-China global credit including cash bond, callables, equity-embedded etc.
• Practical experience in executable hedging tool and strategy. Familiar with arbitrage and RV strategy in major macro and credit markets. Approved good trading and investment tracking record.
• Expertise in quantitative programming (Python/VBA/R/MATLAB) for back testing, pricing, and risk modelling. Experience with API-based trading systems is a plus.