Portfolio Manager

AAA Global; Hong Kong; On-site; HKD 1,800,000 - 2,400,000; Full time

Job summary

AAA Global is seeking a Quantitative Portfolio Manager for its APAC Multi-Asset Solutions team in Hong Kong. The role blends quantitative research with active portfolio management, translating models and signals into investable decisions and client communications.

You will lead systematic investment approaches, manage risk budgets, and collaborate with AI and research teams to enhance models and implementations. A strong English capability is essential, with Mandarin/Cantonese advantageous.

Qualifications

• Five+ years of portfolio management experience with multi-asset or cross-asset exposure.
• Experience in systematic investing, quantitative trading, and cross-asset factor models for alpha or risk.
• Excellent Python skills and strong knowledge of statistics, data science, ML, and time-series analysis.

Responsibilities

• Manage standard and customised multi-asset portfolios using systematic investment frameworks.
• Define portfolio objectives, risk budgets and constraints, translating outputs into positions.
• Collaborate with researchers to improve portfolio optimisation, models and implementation methodologies.
• Assess performance and risk across asset classes, including equities and fixed income.
• Develop systematic investment applications including derivatives overlays and hedging strategies.
• Explain portfolio decisions and quantitative methods to stakeholders and clients.
• Support junior colleagues in applying quantitative investment processes and tools.

Skills

Python

Statistics

Data science

Machine learning

Time-series analysis

Quantitative research

Cross-asset

Investment knowledge

Education

Master's degree in quantitative finance/financial engineering or related field

Tools

SQL

PostgreSQL

MongoDB

Job description

We are partnering with an established investment management firm to hire a Quantitative Portfolio Manager for its APAC Multi-Asset Solutions team. The role combines quantitative research with portfolio management, translating models and signals into investment decisions, portfolio implementation and clear client communication.

Key Responsibilities

• Manage standard and customised multi-asset portfolios, combining systematic investment frameworks with cross-asset judgement.
• Define portfolio objectives, risk budgets and investment constraints, translating optimisation outputs into actionable portfolio positioning.
• Partner with quantitative researchers to improve portfolio optimisation, models and implementation methodologies.
• Assess portfolio performance, exposures and model outputs across asset classes, including equities and fixed income.
• Develop systematic investment applications, including derivatives overlays, hedging strategies and customised risk and alpha overlays.
• Collaborate with quantitative and AI teams to interpret investment signals and portfolio changes within the broader market context.
• Oversee portfolio data quality and enhance analytical tools and dashboards for performance analysis, risk monitoring and implementation.
• Prepare investment presentations and explain portfolio decisions and quantitative methodologies to internal stakeholders, clients and prospects.
• Support junior colleagues in applying quantitative investment processes and tools.

Requirements

• More than five years of relevant portfolio management experience, with demonstrated multi-asset or cross-asset expertise.
• Experience in systematic investing, quantitative trading and cross-asset factor models for alpha generation or risk management.
• Excellent Python skills and strong knowledge of statistics, data science, machine learning and financial time-series analysis.
• Experience with SQL, PostgreSQL and MongoDB.
• Strong financial markets knowledge and the ability to translate quantitative research into practical investment solutions.
• Strong research, technical writing and presentation skills; academic publications are advantageous.
• Fluent professional English; Mandarin, Cantonese or Japanese language skills are advantageous.
• A collaborative approach, strong attention to detail and sound investment judgement.
• A master’s degree in quantitative finance, financial engineering or a related discipline is preferred.