Quantitative Portfolio Manager

Cornerstone Global Partners (CGP Group); Hong Kong; On-site; HKD 1,200,000 - 2,000,000; Full time

Job summary

Cornerstone Global Partners (CGP Group) invites a seasoned Quantitative Portfolio Manager to lead the research, development, live deployment, and continuous optimization of systematic trading strategies in a high-frequency environment.

The role spans the full lifecycle from research and backtesting to production deployment, with emphasis on PnL drivers, risk management, and strategy robustness. Mandarin Chinese must be the native language, reflecting our regional focus in Hong Kong.

Qualifications

• 5+ years of experience in quantitative trading, research, or related field.
• Hands-on experience across full strategy lifecycle from research to live trading.
• Proficiency in Python, C++, or equivalent languages.
• Strong understanding of PnL, risk, execution, and transaction costs.
• Solid knowledge of market microstructure and order book dynamics.

Responsibilities

• Research, develop, and continuously improve mid-to-high frequency quantitative trading strategies.
• Identify predictive signals using market data, order book data, trade data, and other datasets.
• Conduct backtesting, validation, and performance analysis; ensure strategy robustness.
• Translate research models into scalable live trading strategies; collaborate with engineers.
• Monitor and optimize execution quality, costs, slippage, and risk across portfolios.
• Collaborate with Quant Researchers, Traders, and Engineers to improve capacity and efficiency.
• Drive strategies from research to production.

Skills

Quantitative trading

Quantitative research

Systematic trading

Python

C++

Mathematics

Education

Bachelor's degree in a quantitative field

Job description

We are seeking a Quantitative Portfolio Manager with strong experience in mid-to-high frequency quantitative trading to lead the research, development, live deployment, and continuous optimization of systematic trading strategies.

The ideal candidate will have hands-on experience across the full strategy lifecycle, from research and system development to backtesting, production deployment, execution, and risk management. The role requires a deep understanding of PnL drivers, trading execution, portfolio risk, and strategy robustness.

Mandatory Language Requirement

Mandarin Chinese must be the candidate's native language.

Location

Key Responsibilities

Strategy Research & Development

• Research, develop, and continuously improve mid-to-high frequency quantitative trading strategies.
• Identify predictive signals and sources of alpha using market data, order book data, trade data, and other relevant datasets.
• Conduct rigorous backtesting, validation, and performance analysis.
• Evaluate strategy robustness across different market environments and regimes.
• Continuously explore new trading ideas, market opportunities, and strategy directions.
• Participate in or lead the development of quantitative trading systems and strategy frameworks.
• Translate research models into scalable and executable live trading strategies.
• Work closely with engineering and trading teams to improve system stability, efficiency, and performance.
• Drive strategies through the full research-to-production lifecycle.

Execution & Trading Optimization

• Continuously improve execution quality and trading efficiency.
• Analyze and reduce transaction costs, slippage, and market impact.
• Optimize execution logic based on market microstructure and liquidity conditions.
• Improve order placement, fill rates, and overall capital efficiency.
• Monitor strategy and portfolio PnL, risk, and market exposure.
• Dynamically adjust positions and risk parameters based on strategy performance and market conditions.
• Manage drawdown, volatility, liquidity risk, concentration risk, and other key exposures.
• Continuously improve risk-adjusted returns and overall strategy stability.

Strategy Iteration & Research Collaboration

• Conduct PnL attribution and detailed performance analysis.
• Collaborate closely with Quant Researchers, Traders, and Engineers.
• Improve strategy capacity, scalability, and trading efficiency.

Qualifications

• 5+ years of experience in Quantitative Trading, Quantitative Research, Systematic Trading, or a related field.
• Strong experience in mid-frequency or high-frequency quantitative trading strategies.
• Hands-on experience building or contributing significantly to quantitative trading systems.
• Proven experience across the full strategy lifecycle, including research, backtesting, deployment, and live trading.
• Strong understanding of PnL, risk, execution, and transaction cost dynamics.
• Solid knowledge of market microstructure, order book dynamics, and execution mechanisms.
• Proficiency in Python, C++, or other relevant quantitative research and trading languages.
• Strong academic foundation in mathematics, statistics, probability, computer science, engineering, or another quantitative discipline.
• Strong analytical, research, and problem-solving capabilities.