Quantitative Risk and Portfolio Construction Management – Global Trading Platform

Ashford Benjamin; Hong Kong; On-site; HKD 900,000 - 1,300,000; Full time

Job summary

Ashford Benjamin is partnering with a global top-tier trading platform to appoint a Quantitative Risk and Portfolio Construction Manager to their expanding APAC desk in Hong Kong. You will work closely with Portfolio Managers to oversee risk, balance portfolio construction with trading risk, and optimize performance using factor models and optimization techniques.

The role requires hands-on management of day-to-day trading risks, real-time intraday exposure, liquidity constraints, and

Qualifications

• Strong experience in Portfolio Risk or Quantitative Risk management with a proven track record in APAC Equities.
• Deep understanding of factor models, portfolio construction and optimization techniques.
• Hands-on experience managing active trading-related risks such as Greeks, volatility, and market impact.
• Advanced proficiency in Python and SQL for building scalable risk tools and reporting dashboards.

Responsibilities

• Oversee risk on the APAC desk, balancing portfolio construction and active trading risk within mandate limits.
• Monitor day-to-day trading risks including real-time intraday exposure, liquidity constraints, and concentration risk.
• Build and maintain risk engines and reporting tools using Python/SQL; conduct stress testing, scenario analysis and VaR monitoring.
• Provide pre-trade impact analysis and post-trade attribution to support trading decisions and long-term investment strategy.

Skills

Portfolio risk

Quantitative risk

Python

SQL

APAC equities

Risk analytics

Job description

Ashford Benjamin is partnering with a global top-tier trading platform to appoint a Quantitative Risk and Portfolio Construction Manager to their expanding APAC desk in Hong Kong.

In this role, you will work closely with Portfolio Managers to oversee the risk of APAC business. Your primary responsibility is to maintain the balance between portfolio construction and active trading risk, ensuring that all positions remain within mandate limits while optimizing for performance, managing the portfolio by utilizing factor models to decompose alpha and risk drivers, and you will apply optimization techniques to enhance portfolio efficiency. Beyond portfolio construction, you will be responsible for managing day-to-day trading risks, including monitoring real-time intraday exposure, liquidity constraints, and concentration risks. You will also build and maintain sophisticated risk engines and reporting tools—using Python and SQL—to perform stress testing, scenario analysis, and VaR monitoring. By providing both pre-trade impact analysis and post-trade attribution, you will serve as a key advisor to the trading desk, helping to navigate market volatility and refine long-term investment strategies.

To be successful in this position, you must have strong experience in Portfolio Risk or Quantitative Risk management with a proven track record in APAC Equities, candidates coming from quantitative research, portfolio management, Central Risk Book or trading background will also be considered. You should possess a deep, practical understanding of factor models, portfolio construction, and optimization techniques, alongside hands-on experience managing active trading-related risks such as Greeks, volatility, and market impact. Advanced proficiency in Python and SQL is essential, as you will be expected to build and maintain scalable risk tools using large trading datasets.