Careers

Back to Careers

Junior Quantitative Portfolio Manager

Job Description

If you are passionate about programming, math and quantitative finance, AND want to make a real difference in the world of finance then this role is for you. Working within the portfolio management team, we offer a modern work environment with flat hierarchies and a lot of personal freedom to hatch creativity which will allow you to expand your skill set and responsibilities FAST. Junior and senior staff alike are productive members of our team and are responsible for interesting projects end to end.

This role is based in Hong Kong, which offers an amazing quality of life. Here we have a vibrant city and night life that is coupled with beautiful nature, all at our fingertips. Do you like to trail run, do triathlons, bike, hike, swim, play tennis, or golf? Well, you can find it all here, and at very close proximity to wherever you live.

About SystematicEdge

We are a cutting-edge financial services provider specialized in Investment & Currency Management Solutions. We believe traditional financial services are at an inflection point. Subsequently, to fully benefit our clients, we are focused on leveraging new technologies, coupled with quantitative research to offer compelling investment and currency management solutions while compressing costs at all levels of the investment process.  We are looking for extraordinary people to serve our clients.  We are SFC Licensed with No. BLO527

Role Objective

This role will assist the Senior Portfolio Manager in the following 3 areas:

  1. Day-to-day Portfolio Management: Portfolio optimization, risk management, trade execution, market data and model parameters maintenance
  2. Industrialization of the Portfolio Management Infrastructure: Continuous improvement and automation of processes (quantitative model and portfolio management tools, risk management, trade execution, reporting)
  3. Strategy Design: Improvement of existing strategies and development of new strategies from backtesting to implementation, preparation of marketing materials

The role will include:

  • Industrialization of the Portfolio Management Infrastructure: Continuous improvement and automation of processes (quantitative model and portfolio management tools, risk management, trade execution, reporting).
  • Creation and maintenance of a database of client trade information, market data and parameters
  • Working with the team on new product development, asset allocation optimization, systematic process automation, risk management, new systematic rules identification and implementation.
  • Development of software modules linking investment and currency management models to the trading application including development of pricing, risk management and other tools.
  • Automation of portfolio management processes

The most qualified candidate will have:

  • A degree or an advanced degree in engineering, math, physics, computer science, statistics, actuarial studies or quantitative finance
  • Ideally, prior internship experience in trading, quantitative research, quantitative development, trading desk development or market risk management.
  • Experience across a breadth of financial instruments: futures, options, general knowledge of derivatives
  • Knowledge of trading systems, exchanges and market structures for a variety of securities and instruments
  • Proficiency in Microsoft Excel, and experience with relational database management systems such as Microsoft Access or MySQL
  • Proficiency in programming languages such as VBA, R, Python or C++
  • Strong work ethic and attention to detail
  • Excellent project management and communication skills
  • Ability to work under pressure of time and markets

Apply to: rosemary.goater@systematicedge.com

Deadline: those that apply first will be considered first, so apply now!

Start date: September 2024