Systematic Portfolio Manager

hermeneutic Investments; Hong Kong; On-site; HKD 1,000,000 - 1,600,000; Full time

Job summary

hermeneutic research in Hong Kong seeks an exceptional portfolio manager to build and manage a systematic trading portfolio across digital asset markets. You will run an independent book with data-driven signals and automated execution, backed by strong research and technology infrastructure.

You will own the investment lifecycle from quantitative research and strategy development to portfolio construction, risk management, and performance measurement, with significant ownership and

Qualifications

• A degree in Finance, Mathematics, Statistics, Computer Science, or a related field.
• Strong experience in systematic trading with a track record in developing and managing strategies.
• Proficiency in Python, R, or C++, plus data analysis and statistical modeling.
• Robust understanding of financial markets including equities, derivatives, and other assets.
• Experience with portfolio construction, risk management, and performance measurement.
• Excellent English communication and collaboration skills.

Responsibilities

• Collaborate with researchers and engineers to design, backtest, and deploy scalable systematic strategies across digital asset markets spanning diverse risk profiles.
• Research and identify differentiated sources of alpha using quantitative and systematic approaches.
• Architect an automated portfolio allocation framework, optimizing capital efficiency and enforcing drawdown limits.
• Oversee automated trade execution, minimizing slippage and market impact.
• Implement real-time risk frameworks to monitor exposures and tail risks in 24/7 markets.
• Develop strategies across multiple centralized and decentralized crypto markets where applicable.

Skills

Programming languages

Python

R

C++

Data analysis

Statistical modeling

English communication

Education

Degree in Finance, Mathematics, Statistics, Computer Science, or related field

Job description

Company Overview

hermeneutic research is a best-in-class proprietary trading firm. It deploys research-driven discretionary and systematic strategies as well as makes strategic long-term investments. The partners' decade-long history of success in trading and business building and a firm-wide cultural emphasis on alpha generation, open debate, relentless iteration, and teamwork are key to the firm's continued expansion in a challenging market environment that has hamstrung competitors. A hard-wired emphasis on risk management and opportunistic market participation ensures that hermeneutic research will continue its growth trajectory in the coming decades.

Job Overview

As an exceptional portfolio manager with a demonstrable track record, you will build and manage a systematic trading portfolio focused on identifying and capitalizing on compelling opportunities across digital asset markets. You will have extensive support and resources at your disposal to develop and scale your investment approach. hermeneutic's diversified trading business, deep market expertise, and robust technology and research infrastructure provide a strong foundation for generating differentiated returns. This role offers significant ownership across the full investment lifecycle, from quantitative research and strategy development through portfolio construction, automated execution, and risk management. You will run an independent book, relying on data-driven signals and systematic execution to deliver consistent, risk-adjusted performance.

Key Responsibilities

• Collaborate with researchers and engineers to design, backtest, and deploy scalable systematic strategies across digital asset markets spanning diverse risk profiles - including, but not limited to, relative value and statistical arbitrage, liquidity provision/market making, systematic momentum and trend-following, volatility trading, and basis/funding rate extraction
• Research and identify differentiated sources of alpha using quantitative and systematic approaches
• Architect an automated portfolio allocation framework, actively optimizing capital efficiency, margin deployment, and collateral across fragmented digital asset venues while strictly enforcing drawdown and concentration limits
• Oversee automated trade execution, minimizing slippage and market impact
• Implement rigorous, real-time risk frameworks to monitor exposures, tail risks, and operational vulnerabilities inherent to 24/7 markets
• Develop and deploy strategies across multiple centralized and decentralized crypto markets where applicable

Requirements

Must-Haves

• A degree in Finance, Mathematics, Statistics, Computer Science, or a related field
• Strong experience in systematic trading, with a proven track record in developing and managing trading strategies
• Proficiency in programming languages such as Python, R, or C++, along with experience in data analysis and statistical modeling
• Robust understanding of financial markets, including equities, derivatives, and other asset classes
• Experience with portfolio construction, risk management techniques, and performance measurement
• Excellent English communication and collaboration skills

Preferred Qualifications

• Advanced degree (Master's or PhD) in a quantitative discipline
• Experience with machine learning applications in trading

Interview Process

• CV, Investment Process and Track Record Screening - We will review your application based on the qualifications and experience outlined above
• HR Interview - If further clarification is needed, a brief call may be scheduled to better understand your background
• Portfolio Manager Interview - A discussion of your investment experience, trading approach, and risk management
• CIO Interview - A concluding discussion to assess your capabilities, strategic thinking, and cultural fit

Company Values

• Drive - We believe the best team members are deeply passionate about what they do. That passion fuels their growth, drives them to seek out the best teams, and leads them to hold high expectations of themselves in pursuit of excellence
• Ownership - We aim to extend ownership as broadly as possible across the firm. In return, we value people who take initiative, step up when needed, and treat the company's goals as their own
• Judgment - We value those who see the big picture and focus on what truly drives impact and results. They use time wisely, adapt across domains, and always prioritize outcomes over comfort zones
• Openness - We foster a culture of open communication, mutual challenge, and shared growth. We believe constructive debate and proactive knowledge sharing lead us closer to the truth—and better decisions
• Competence - We work with people who bring exceptional intellectual strength. What sets them apart isn't just what they know—it's how they use what they know to navigate change, adapt quickly, and contribute meaningfully in fast-changing environments
• Resilience - We perform under pressure. Markets move fast, and so do we—but we stay grounded, focused, and calm. We embrace uncertainty, learn from setbacks, and adapt quickly without losing sight of long-term goals