Quant jobs / CICC

Global Asset Allocation Portfolio Manager

Manage global multi-asset allocations at CICC. The role turns strategic assumptions and tactical views into risk-budgeted portfolios with explicit implementation and hedging choices.

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.

Build strategic allocations and size tactical tilts.
Analyse factor overlap, stress losses and active-risk budgets.
Rebalance portfolios and develop macro signals or optimisation tools.

What they ask for

Required

Asset allocation and portfolio decisions
Risk budgeting and attribution
Derivatives implementation
Clear investment reasoning
Portfolio data systems

Preferred

Python or SQL, required for a quantitative process
Institutional or insurance ALM

Education: Bachelor’s in finance, economics or a STEM field; advanced degree or CFA preferred.
Experience: 5–10 years in asset allocation, multi-asset management, macro research or a related investment role.
Languages and tools: Bloomberg
Excel
Markets: multi-asset

How to prepare

Construct a multi-asset portfolio with an explicit risk budget.
Compare implementation via cash instruments and derivatives.
Build attribution that separates allocation from tactical decisions.

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 CICC’s site before applying: requirements, location and pay can change after we check them.

View the posting on CICC’s site ↗

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