Develop portfolio risk metrics including VaR, Sharpe, Information, M2, Sortino, and Jensen's Alpha.

Construct and optimize portfolio models through daily monitoring, performance analysis, risk metrics tracking, and attribution analysis. Assist in portfolio rebalancing and explore AI applications in portfolio management.

Design investment analysis reports and generate multi-dimensional performance reports to meet various stakeholder requirements and support investment decisions.

Manage data interfaces with external Prime Brokers to enable consolidated multi-broker portfolio analysis for institutional clients.

* Majoring in Financial Engineering, Financial Mathematics, Statistics or related fields. Solid understanding of portfolio theory required; prior modeling experience (e.g., portfolio optimization projects) preferred

* Keen interest in cutting-edge financial technologies including algorithmic trading, blockchain, and AI investment applications

* Familiarity with trading rules in global markets (HK/US equities, FX, futures, options)

* Professional English proficiency (written and spoken); Cantonese proficiency preferred

* Strong analytical and logical reasoning skills with excellent research capabilities. Proactive attitude, ability to work under pressure, and strong execution skills