Quantitative Risk and Portfolio Construction Management Global Trading Platform

Ashford Benjamin is partnering with a global top-tier trading platform to appoint a Quantitative Risk and Portfolio Construction Manager to their expanding APAC desk in Hong Kong.

In this role, you will work closely with Portfolio Managers to oversee the risk of APAC business. Your primary responsibility is to maintain the balance between portfolio construction and active trading risk, ensuring that all positions remain within mandate limits while optimizing for performance, managing the portfolio by utilizing factor models to decompose alpha and risk drivers, and you will apply optimization techniques to enhance portfolio efficiency. Beyond portfolio construction, you will be responsible for managing day-to-day trading risks, including monitoring real-time intraday exposure, liquidity constraints, and concentration risks. You will also build and maintain sophisticated risk engines and reporting tools—using Python and SQL—to perform stress testing, scenario analysis, and VaR monitoring. By providing both pre-trade impact analysis and post-trade attribution, you will serve as a key advisor to the trading desk, helping to navigate market volatility and refine long-term investment strategies.

To be successful in this position, you must have strong experience in Portfolio Risk or Quantitative Risk management with a proven track record in APAC Equities, candidates coming from quantitative research, portfolio management, Central Risk Book or trading background will also be considered. You should possess a deep, practical understanding of factor models, portfolio construction, and optimization techniques, alongside hands-on experience managing active trading-related risks such as Greeks, volatility, and market impact. Advanced proficiency in Python and SQL is essential, as you will be expected to build and maintain scalable risk tools using large trading datasets.

Please send your CV to Vivian Chen at [email protected], or call +852 2315 9503 for a confidential discussion.