Manager, Crypto Portfolio Optimisation (Web3)

TL;DR

Manager, Crypto Portfolio Optimisation (Web3): Leading top-level capital allocation for a crypto portfolio with an accent on designing "Ensemble Strategies" and quantitative frameworks for asset allocation. Focus on engineering a "Weather-Proof" portfolio, optimizing risk-adjusted returns, and hedging tail risks using prediction markets and FX.

Location: Hong Kong or Singapore

Company

hirify.global is a quantitative trading firm specializing in crypto portfolios and multi-strategy capital allocation.

What you will do

• Oversee dynamic asset allocation across multiple systematic strategies.
• Develop and maintain quantitative frameworks, such as Risk Parity, Mean-Variance, or Bayesian models, for optimal weighting.
• Implement regime-based hedging using Prediction Markets and FX to mitigate tail risks and macro shifts.
• Define and monitor risk metrics, including VaR, Stress Tests, and Drawdown limits for individual strategy sleeves.
• Conduct cross-asset research to identify lead-lag relationships between macro indicators (e.g., DXY, Treasury yields) and crypto liquidity.

Requirements

• 5-10 years of experience in a Senior Quantitative Allocation role at a systematic multi-strat hedge fund, prop shop, or family office.
• Proven track record of managing risk across various systematic strategies.
• Expert proficiency in Python (NumPy, Pandas, PyTorch/TensorFlow) and SQL/KDB+.
• Deep mastery of portfolio construction mathematics, including covariance matrix estimation and L^2 regularization.
• Advanced degree (Masters/PhD) in Mathematics, Physics, Computer Science, or Financial Engineering.

Nice to have

• Experience in Prediction Markets (Polymarket, Kalshi) or Event-Driven Trading.