Senior Quantitative Strategist Multi-Asset Investments

BOCI-Prudential Asset Management Ltd; Hong Kong Island; On-site; HKD 900,000 - 1,300,000; Full time

Job summary

BOCI-Prudential Asset Management Ltd. is seeking a highly skilled AVP, Multi-Asset Investment (Quantitative) to join our Investment Department in Hong Kong.

The role focuses on macro research, asset allocation strategies, and quantitative analysis to support portfolio decisions. The ideal candidate has at least 5 years in multi-asset or equity research within asset management, with strong Python or R programming for data modelling and a good command of English and Chinese.

Qualifications

• Bachelor's degree in Statistics, Quantitative Finance, CS, Economics or related field.
• At least 5 years' experience in multi-asset, asset allocation or portfolio management.
• SFC Type 9 preferred.
• Proficient in Python or R for data modelling; AI knowledge is a plus.
• Fluent in English and Chinese (Cantonese and Mandarin).

Responsibilities

• Conduct in-depth macro and market research to develop asset allocation and equity strategies by applying quantitative analysis skills.
• Produce investment ideas, quantitative analysis and research reports; present findings to investment teams and stakeholders.
• Assist portfolio managers with portfolio implementation and monitoring, including cashflow management, trade order checking and execution support.
• Prepare presentation decks, market commentary and performance analysis for internal and external use.
• Contribute to model development, data workflows and automation to enhance investment decision-making.

Skills

Python

R

Data modelling

Macroeconomic analysis

English

Cantonese

Mandarin

Education

Bachelor's degree in Statistics/Quantitative Finance/CS/Economics

Tools

Bloomberg

MS Office

Job description

BOCI-Prudential Asset Management Ltd. is seeking a highly skilled AVP, Multi-Asset Investment (Quantitative) to join our Investment Department in Hong Kong.

The role focuses on macro research, asset allocation strategies, and quantitative analysis to support portfolio decisions. The ideal candidate has at least 5 years in multi-asset or equity research within asset management, with strong Python or R programming for data modelling and a good command of English and Chinese.