head of quantitative investment in Hong Kong

About the company

One of the largest global leading asset management companies with strong portfolio equity and multi-asset investment overseas and in Greater China is currently looking for a Head of Quantitative Investment to lead a team of 4 analysts within the Quant Investment team to use Quantitative techniques and machine learning to grow the business AUM.

About the role

Research, employ quantitative techniques for managing the portfolios and use automation to process large datasets in order to manage over multi-billions in assets. Participate in developing and maintaining new multifactor quantitative models and strategies to be implemented in new equity funds and portfolios. Develop alternative risk premia, commodity, enhanced and global beta/index-oriented portfolios. You would to assist with developing and implementing daily management decision-making processes as well as monitoring portfolio exposures, derivatives use, portfolio risks and performing trades, rebalancing and portfolio optimization/construction.

About you

• Strong academic background in relevant disciplines.
• Proven experience in designing and back-testing active systematic equity quantitative strategies
• Proven track record in individual or team AUM growth
• Strong knowledge in portfolio analytics, risks, optimization and construction systems (Factset, Barra, Axioma, Alpha tester, etc.)
• Experienced in quantitative investing strategies (e.g. multi-factor models, statistical arb, index arb, etc.)
• Strong communication skills in English and Mandarin
• Strong investments professional who has a passion for data analytics/machine learning

Interested and qualified parties, please reach out to Lillian Ng via email at lillian.ng@randstad.com.hk