Senior Portfolio Manager, Multi-Asset
A recruiter seeks multi-asset portfolio managers for several unnamed investment firms. The mandates combine discretionary allocation with factor models, scenario analysis and systematic risk overlays.
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.
- Translate macro views into portfolio weights and hedges.
- Apply risk models and backtests to allocation decisions.
- Manage liquidity, currency and market exposures.
What they ask for
Required
- Multi-asset portfolio track record
- Asset allocation and macro analysis
- Quantitative portfolio tools
- English, Cantonese and Mandarin
Preferred
- Derivatives hedging
- Asian-market knowledge
- Education
- No minimum degree stated; advanced quantitative training or CFA/FRM is preferred.
- Experience
- Experienced portfolio managers and potential heads of multi-asset; no minimum years stated.
- Languages and tools
- Markets
- multi-asset
How to prepare
- Build a risk-budgeted multi-asset allocation.
- Backtest a volatility-targeting overlay with transaction costs.
- Explain portfolio behaviour under macroeconomic stress scenarios.
What to study
- Portfolio Theory and Quantitative Investment
- Empirical Asset Pricing and Factor Investing
- Quantitative Risk Management
The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Capital Access Limited’s site before applying: requirements, location and pay can change after we check them.
View the posting on Capital Access Limited’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Capital Access Limited and doesn’t handle applications.