全职 Quantitative Portfolio Manager - Multi- Asset Solutions 工作, 薪水, LGT Private Banking 公司招聘中 - Ricebowl

Company Description: LGT Private Banking is an international private bank owned by the Princely Family of Liechtenstein, with more than 40 locations across Europe, Asia Pacific and the Middle East. The bank combines solid capitalisation and a long-term strategic focus with values shaped by the Princely Family’s centuries of entrepreneurial experience. Technology and digitalisation are strategic priorities, supporting innovation and the continued development of client solutions. LGT offers career and development opportunities in an international environment for both experienced professionals and those beginning their careers, and has received Great Place to Work certification. Its culture emphasises responsibility, collaboration, sustainability and creating lasting value for future generations.

Role Description: We are looking for a Quantitative Portfolio Manager - Multi-Asset Solutions to join our Portfolio Management APAC team, based in either Singapore or Hong Kong, reporting to the Head of Multi-Asset Solutions, Portfolio Management APAC.

The role combines quantitative research with applied multi-asset portfolio management, translating quantitative models and signals into portfolio decisions, implementation and clear investment communication.

Key responsibilities include:

• Manage standard and customised multi-asset portfolios using LGT’s quantitative framework and cross-asset investment judgement.
• Partner with the quantitative team on portfolio optimisation, model improvements and implementation, maintaining clear documentation of methodologies and investment implications.
• Help define portfolio objectives, risk budgets and constraints; interpret and challenge optimisation outputs and translate them into portfolio positioning.
• Apply cross-asset knowledge to portfolio construction, asset allocation and risk management, including equity and fixed-income applications. Assess performance, exposures and the investment implications of model outputs.
• Support the development of multi-asset strategies, custom risk and alpha overlays, derivatives overlays, hedging and other systematic investment applications.
• Collaborate with the AI team to interpret quantitative signals and portfolio changes, using market and Investment Committee context to develop and validate investment analysis and explanations.
• Oversee portfolio data quality and improve analytical tools and dashboards for performance analysis, risk monitoring and implementation. Share knowledge and coach junior colleagues in quantitative portfolio processes and tools.
• Explain portfolio decisions, models and signals clearly through presentations and investment information packs. Work with Client Portfolio Managers and distribution colleagues, participating in client and prospect meetings as required.

Qualifications

• More than five years of experience in applied portfolio management, with proven multi-asset or cross-asset experience.
• Experience in systematic investing, quantitative trading and cross-asset factor models for alpha generation or risk management, supported by sound financial-markets knowledge.
• Excellent Python skills and strong knowledge of statistics, data science, finance, machine learning and financial time-series analysis, with experience applying these to quantitative investment solutions. Experience with SQL, PostgreSQL and MongoDB.
• Research and technical-writing experience, with rigorous attention to models, data and outputs. Academic publications are an advantage.
• Excellent communication and presentation skills, including the ability to explain complex investment concepts clearly. Fluent professional English; proficiency in Mandarin, Cantonese or Japanese is an advantage.
• A self-motivated, hard-working and collaborative approach, with a growth mindset, integrity and commitment to regulatory and company requirements.
• A master’s degree in quantitative finance or financial engineering is preferred.