Quantitative Portfolio Manager (Asian Equities)

Location:
New York | London | Dubai | Singapore | Hong Kong Firm:
Leading Global Multi-Strategy Hedge Fund ($40bn+ AUM) Strategy:
Quantitative Equities – Asia Statistical Arbitrage
We are partnering with a leading global multi-strategy hedge fund managing over $40 billion in assets to identify an exceptional Quantitative Portfolio Manager to build and/or scale a market-neutral Asia Equities Statistical Arbitrage strategy.
The successful candidate will join a world-class platform that provides substantial capital allocation, best-in-class technology infrastructure, deep data resources, and institutional risk management support. This opportunity is suited to an established Portfolio Manager with a demonstrable track record generating consistent risk-adjusted returns across Asia Pacific equity markets through systematic and quantitative investment strategies.
The role can be based in New York, London, Dubai, Singapore, or Hong Kong.
Responsibilities Manage and grow a ...