Portfolio Manager

AAA Global; Hong Kong; On-site; HKD 1,000,000 - 3,000,000; Full time

Job summary

AAA Global in Hong Kong or Shanghai is seeking an experienced Quant Portfolio Manager to lead systematic China A-share equity strategies, focusing on alpha generation, portfolio construction and scalable live trading.

Responsibilities include developing and improving alpha signals, owning the full investment process from research to execution and risk management, and collaborating with researchers, developers and trading infra teams.

Qualifications

• Strong live track record managing systematic China A-share strategies.
• Experience as a Quant PM, Senior Quant Researcher or systematic equity trader with meaningful ownership of P&L.
• Deep understanding of the China equity market, including CSI 300 / CSI 500 / CSI 1000 and broader A-share universe.
• Strong quantitative background in statistics, machine learning, optimisation or related disciplines.
• Demonstrated ability to generate differentiated alpha and translate research into scalable live portfolios.
• Experience managing institutional-sized capital is highly preferred.

Responsibilities

• Market Neutral
• Index Enhancement
• Quantitative Stock Selection / Long-Short
• Develop and improve alpha signals using fundamental, alternative, market and behavioural datasets.
• Own the full investment process from research and signal generation through portfolio construction, execution and risk management.
• Optimise portfolios for factor exposure, turnover, liquidity, transaction costs and capacity.
• Work closely with quantitative researchers, developers and trading infrastructure teams.

Skills

Python

Quantitative analysis

Portfolio management

Live trading

Job description

Location: Hong Kong / Shanghai

We are hiring an experienced Quant Portfolio Manager to manage systematic China A-share equity strategies, with a focus on alpha generation, portfolio construction and scalable live trading.

Responsibilities

• Market Neutral
• Index Enhancement
• Quantitative Stock Selection / Long-Short
• Develop and improve alpha signals using fundamental, alternative, market and behavioural datasets.
• Own the full investment process from research and signal generation through portfolio construction, execution and risk management.
• Optimise portfolios for factor exposure, turnover, liquidity, transaction costs and capacity.
• Work closely with quantitative researchers, developers and trading infrastructure teams.

Requirements

• Strong live track record managing systematic China A-share strategies.
• Experience as a Quant PM, Senior Quant Researcher or systematic equity trader with meaningful ownership of portfolio P&L.
• Deep understanding of the China equity market, including CSI 300 / CSI 500 / CSI 1000 and broader A-share universe.
• Strong quantitative background in statistics, machine learning, optimisation or related disciplines.
• Proficiency in Python; strong data and research capabilities.
• Demonstrated ability to generate differentiated alpha and translate research into scalable live portfolios.
• Experience managing institutional-sized capital is highly preferred.

Preferred Profile

Candidates may come from leading quant hedge funds, proprietary trading firms, asset managers or securities firms in China or internationally.

Location: Hong Kong or Shanghai

Strategy: China A-Shares / Systematic Equities

Seniority: Portfolio Manager / Senior Quant Researcher with PM potential