Enable job alerts via email!
A global hedge fund is seeking an experienced portfolio manager to lead its APAC merger arbitrage investments. The successful candidate will have over 10 years of experience in event-driven strategies and a strong track record in alpha generation. This role offers a comprehensive benefits package and opportunities for professional development within a supportive team environment.
Source and evaluate APAC merger arbitrage investment opportunities. Construct event-driven long/short portfolios with disciplined risk management.
About Our Client
A global hedge fund employing long/short and event-driven strategies seeks to generate consistent alpha across market cycles by capitalizing on inefficiencies and corporate catalysts.
The event-driven strategy targets opportunities arising from corporate actions such as mergers, acquisitions, spin-offs, restructurings, and bankruptcies. By analyzing deal dynamics, regulatory risks, and market sentiment, the fund aims to profit from pricing discrepancies and anticipated outcomes. These trades are typically time-sensitive and require rigorous legal, financial, and strategic analysis.
Operating across North America, Europe, and Asia-Pacific, the fund leverages global insights and local expertise to identify cross-border opportunities. It combines discretionary and systematic approaches, supported by robust risk management and proprietary technology. The investment team includes seasoned professionals with backgrounds in investment banking, law, and corporate finance.
Its diversified strategy mix and global reach position it to navigate volatility and deliver long-term value.