Portfolio Manager - Quantitative Fund

Trinity Search Limited; Hong Kong; On-site; HKD 1,800,000 - 3,000,000; Full time

Job summary

Trinity Search Limited is seeking a highly skilled Quant PM to lead systematic equity strategies and own the full investment process from research to execution and risk management. In this role you will focus on alpha generation and scalable live portfolios.

You will develop and improve alpha signals using diverse datasets and collaborate with quantitative researchers, developers and trading infrastructure teams to optimise portfolios and implement market-neutral and long-short strategies.

Qualifications

• Experience as a Quant PM, Senior Quant Researcher or systematic equity trader with meaningful ownership of P&L.
• Strong quantitative background in statistics, machine learning, optimisation or related disciplines.
• Demonstrated ability to generate differentiated alpha and translate research into scalable live portfolios.

Responsibilities

• 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.
• Collaborate on Market Neutral, Index Enhancement, and Quantitative Stock Selection / Long-Short strategies.

Skills

Quant PM

Senior Quant Researcher

Systematic trading

P&L ownership

Alpha generation

Portfolio construction

Statistics

Machine learning

Optimization

Live portfolios

Job description

Job Description

• Own the full investment process from research
• Experience as a Quant PM, Senior Quant Researcher
• Develop and improve alpha signals

About the role

Lead systematic equity strategies, focusing on alpha generation, portfolio construction and scalable live trading. Own the full investment process from research to execution and risk management.

Key responsibilities

• 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
• Collaborate on Market Neutral, Index Enhancement, and Quantitative Stock Selection / Long-Short strategies

About you

• Experience as a Quant PM, Senior Quant Researcher or systematic equity trader with meaningful ownership of P&L
• Strong quantitative background in statistics, machine learning, optimisation or related disciplines
• Demonstrated ability to generate differentiated alpha and translate research into scalable live portfolios