Quant jobs / Ashford Benjamin Ltd

Quantitative Risk and Portfolio Construction Management – Global Trading Platform

Ashford Benjamin recruits for an unnamed trading platform. The manager combines portfolio optimisation with intraday risk oversight for its APAC business.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Decompose portfolio risk using factors.
Monitor liquidity and concentration.
Build stress, VaR and attribution tools.

What they ask for

Required

APAC equity risk
Factor models
Portfolio optimisation
Python
SQL
Trading-risk judgement

Education: No degree requirement stated.
Experience: Strong investment-risk or related trading experience; no year minimum given.
Languages and tools: Python
SQL
Markets: equities

How to prepare

Optimise an equity portfolio under limits.
Stress-test liquidity and factor exposures.
Attribute trading outcomes to risk drivers.

What to study

The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Ashford Benjamin Ltd’s site before applying: requirements, location and pay can change after we check them.

View the posting on Ashford Benjamin Ltd’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Ashford Benjamin Ltd and doesn’t handle applications.