Quantitative Portfolio Manager - Multi-Asset Solutions

Fuku by Momofuku; Hong Kong; Sur place; HKD 900 000 - 1 400 000; Plein temps

Résumé du poste

Fuku by Momofuku seeks an experienced quantitative portfolio professional who combines research with hands-on asset management to translate signals into portfolio decisions and execution. You will collaborate with the quantitative and AI teams to enhance strategy design, develop portfolio tools and dashboards, and present investment rationale to clients and internal stakeholders.

The role requires 5+ years in applied portfolio management, strong Python and statistics skills, and a master’s in

Qualifications

• More than five years of experience in applied portfolio management with multi-asset or cross-asset focus.
• Experience in systematic investing, quantitative trading, and cross-asset factor models.
• Strong Python skills and knowledge of statistics, data science, finance, machine learning, and time-series analysis.
• Academic publications an advantage; rigorous attention to models, data, and outputs.
• Excellent communication and presentation skills; fluent English; Mandarin, Cantonese, or Japanese a plus.
• Master’s degree in quantitative finance or financial engineering is preferred.

Responsabilités

• Partner with the quantitative team on portfolio optimization, model improvements, and implementation.
• Define portfolio objectives, risk budgets, and constraints; interpret outputs into positioning.
• Manage multi-asset portfolios using the bank's framework, applying cross-asset judgment.
• Develop and refine portfolio construction, risk management, and performance analysis tools.
• Explain portfolio decisions and prepare investment information packs for internal and external audiences.
• Collaborate with Client Portfolio Managers on investment communication and client meetings.

Connaissances

Python

Statistics

Data science

Machine learning

Time-series

Finance

Communication

Formation

Master's in quantitative finance or financial engineering

Outils

SQL

PostgreSQL

MongoDB

Description du poste

The role combines quantitative research with applied multi-asset portfolio management, translating quantitative models and signals into portfolio decisions, implementation, and clear communication.

1. Manage Quantitative Multi-Asset Investment Strategies

• Partner with the quantitative team on portfolio optimisation, model improvements, and implementation, maintaining clear documentation of methodologies and investment implications.
• Assist in defining portfolio objectives, risk budgets, and constraints; interpret and challenge optimisation outputs and translate them into positioning consistent with the investment process.
• Manage standard and customised multi-asset portfolios using the Bank's quantitative framework, applying cross-asset investment judgement.
• Apply cross-asset knowledge to portfolio construction, asset allocation, and risk management, including equity and fixed‑income applications. Assess performance, exposures, and the investment implications of model outputs.
• Support ongoing development of multi-asset strategies, using the Bank's quantitative framework as well as custom risk and alpha overlays.

2. Develop Quantitative Portfolio Applications and Tools

• Work with the quantitative team on derivatives overlays, hedging, and other systematic investment applications.
• Collaborate with the AI team to interpret quantitative signals and portfolio changes, using market and Investment Committee context to develop and validate investment analysis and explanations.
• Oversee portfolio data quality and improve analytical tools and dashboards for performance analysis, risk monitoring, and implementation.
• Share knowledge, support colleagues, and coach junior team members in the application of the investment philosophy and quantitative portfolio processes and tools.

3. Support Communication and Distribution Efforts

• Explain portfolio decisions, models, and signals clearly, and prepare presentations and investment information packs for internal and external audiences.
• Work with Client Portfolio Managers and distribution colleagues on investment communication, participating in client and prospect meetings as required.

Qualifications & Experience:

• More than five years of experience in applied portfolio management positions, with proven multi-asset or cross-asset experience.
• Experience in systematic investing, quantitative trading, and cross-asset factor models for alpha generation or risk management; sound financial markets knowledge.
• Excellent Python skills and strong knowledge of statistics, data science, finance, machine learning, and financial time-series analysis, with experience applying these to quantitative investment solutions. Experience with SQL, PostgreSQL, and MongoDB.
• Research and technical‑writing experience, with academic publications an advantage; rigorous attention to models, data, and outputs.
• Excellent communication and presentation skills, including the ability to explain complex investment concepts clearly. Fluent professional English; proficiency in Mandarin, Cantonese, or Japanese is an advantage.
• Self‑motivated, hard‑working, and collaborative, with a growth mindset, integrity, and commitment to regulatory and company requirements.
• A master’s degree in quantitative finance or financial engineering is preferred.