Quantitative Portfolio Analyst (Hedge Fund)

China Alpha Fund Management (HK) Limited is a fast growing and experienced investment advisory and asset management company in Hong Kong. As a Hong Kong Securities and Futures Commission licensed corporation (Type 4 & Type 9), we are the investment adviser to some leading Greater China equity focus hedge funds.

Title: Quantitative Portfolio Analyst (Hedge Fund)

Role Overview

We are seeking a quantitative background portfolio analyst to support Portfolio Managers. You will gain good exposure in daily portfolio management, work in close collaboration with Portfolio Managers, research analysts, risk managers and operations team and contributing to day-to-day portfolio monitoring for long/short equity strategies. This role involves tracking key risk metrics, news, conducting in-depth data and performance analysis, and use AI and quantitative methods to improve research efficiency.

Job Responsibilities:

1. Daily portfolio monitoring: Book trades and update portfolio positioning daily basis, and benchmark performance across multiple portfolios. Identify specific drivers of out-performance and monitor active return.
2. Monitor portfolio risk metrics and alert PMs real time to mitigate downside volatility and ensure compliance with risk limits.
3. Deploy and manage AI research agents to automate repetitive workflows, such as earnings call analysis, competitive tracking, and sentiment analysis, technical analysis
4. Develop and enhance the firm's risk analytics framework for fundamental equity and equity-derivative strategies. Build statistical and machine learning models to improve risk insight and automation
5. Run robust backtests and evaluate portfolio performance and risks.
6. Generate regular performance attribution reports and effectively communicate drivers of performance to investment teams and external stakeholders.
7. Contribute to launch of new absolute return products, prepare presentation materials and communicate key messages to stakeholders.

Requirements:

1. Degree or above in Computer Science, Statistics, Mathematics, Engineering or related quantitative discipline.
2. 3 to 5 years of investment experience, progress toward a CFA designation are preferred.
3. Demonstrated passion for exploring how generative and agentic AI can be used to improve efficiency and detect market signals earlier in the investment cycle. Familiarity with LLMs and applied AI in investment workflows preferred.
4. High proficiency in Bloomberg Portfolio Analytics (PORT) and MAC3 models for risk and performance attribution. Advanced Excel & BQL.
5. Working knowledge of equity risk modelling and quantitative methods (e.g., equity factor models, principal component analysis).
6. Proficiency in Python/Excel/machine learning techniques preferred.
7. Strong analytical capabilities and a high degree of resilience, attention to detail, superior organizational skills, reliability & accountability, effective team collaborator.
8. A hard-working professional who thrives in a fast-paced, high-intensity environment and is willing to take on new challenges to support the company's mission.

If you enjoy working in a high caliber team with excellent opportunities for career development, please send your full resume with expected salary by email to [email protected]

All applications will be treated in the strictest confidence. Personal data collected will be used for recruitment purposes only.