Asia Pacific Quantitative Arbitrage PM – Market-Neutral Equities

Point One - Hedge Fund Talent; Hong Kong; On-site; HKD 1,175,548 - 1,959,247; Full time

Job summary

Point One - Hedge Fund Talent is seeking a Quantitative Portfolio Manager to lead the development of a market-neutral Asia Equities Statistical Arbitrage strategy. The successful candidate will operate within a leading global hedge fund, leveraging advanced technology and deep data resources.

Ideal applicants should have a proven track record in managing quantitative strategies in Asia Pacific markets, exceptional analytical skills, and the ability to deliver consistent risk-adjusted returns.

Qualifications

• Proven track record managing a quantitative equity market-neutral strategy focused on Asia Pacific markets.
• Strong expertise in statistical arbitrage, factor modelling, portfolio optimisation, and quantitative research.
• Experience working with large and complex datasets.

Responsibilities

• Manage and grow a quantitative Asia Equities Statistical Arbitrage portfolio.
• Research, develop, and implement systematic alpha signals across Asia Pacific equity markets.
• Construct and optimise market-neutral portfolios with a focus on risk-adjusted returns.

Skills

Statistical arbitrage

Quantitative research

Portfolio optimisation

Analytical skills

Job description

Point One - Hedge Fund Talent is seeking a Quantitative Portfolio Manager to lead the development of a market-neutral Asia Equities Statistical Arbitrage strategy. The successful candidate will operate within a leading global hedge fund, leveraging advanced technology and deep data resources.

Ideal applicants should have a proven track record in managing quantitative strategies in Asia Pacific markets, exceptional analytical skills, and the ability to deliver consistent risk-adjusted returns.