Quantitative Portfolio Manager (Chinese speaking)

Gravitas Recruitment Group (Global) Ltd
New York, US
On-site

Job Description

ROLE

  • Dynamically managing portfolio risk by evaluating historical and real-time strategy performance.
  • Overseeing automated trade execution and monitoring transaction costs.
  • Designing, researching, and managing sophisticated investment strategies by creating and engineering advance quantitative financial computer modeling systems to aid in analysis and research.
  • Performing research to acquire historical and production data sources needed to build investment models.
  • Designing and developing quantitative mathematical algorithms to link the diverse data sets from various providers.
  • Conducting ongoing, cutting-edge quantitative research and analysis to enhance existing strategies and to expand into new markets.
  • Developing aspects of successful statistical models, focusing on forecasting and optimization.
  • Expanding trading universe and volume and expanding to other exchanges and products.

REQUIREMENTS

  • Advance degree (Masters or Ph.D.) in a computational or analytical field.
  • Minimum of 8 years’ experience developing, researching or implementing quantitative models for equities, futures and/or FX.
  • Hands on experience with all aspects of the research process, including methodology section, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.
  • Innovative, intellectually driven, with an intense curiosity about financial markets and human behavior.

Skills & Requirements

Technical Skills

Quantitative modelsEquitiesFuturesFxResearch processMethodologyData collectionAnalysisTestingPrototypingBacktestingPerformance monitoringStatistical modelsForecastingOptimizationInnovationIntellectual curiosityFinancial marketsHuman behaviorFinanceQuantitative finance

Level

mid

Posted

4/16/2026

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