Data-Driven Portfolio Manager

4 days ago


Hong Kong, Central and Western District, Hong Kong SAR China Selby Jennings Full time

We are working with prominent Hedge Funds and HFT firms in the APAC region to identify exceptional Quant Researchers/Traders and Portfolio Managers. This is an exciting opportunity to join a dynamic team and contribute to the development of innovative trading strategies.

Key Responsibilities:

  • Design and implement advanced algorithms for predicting market trends and identifying alpha-generating opportunities.
  • Work collaboratively with developers to integrate new technologies and enhance existing systems.
  • Analyze complex datasets to inform investment decisions and optimize portfolio performance.

Essential Qualifications:

  • Bachelor's degree in a relevant field such as computer science, mathematics, or statistics.
  • Experience with statistical modeling and data analysis.
  • Proficiency in Python programming and familiarity with financial libraries and tools.

Desirable Skills and Experience:

Trading Strategies, Financial Analysis, Computer Engineering, Analytical Skills, Financial Instruments

Job Type: Full-time

Industry: Capital Markets, Financial Services, Data Infrastructure and Analytics



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