Global Quantitative Systematic Equity Portfolio Manager

Selby Jennings; Hong Kong; On-site; HKD 1,000,000 - 2,000,000; Full time

Job summary

Selby Jennings is partnering with a leading global quantitative hedge fund to recruit a Quantitative Portfolio Manager who will develop and oversee systematic equity strategies across global markets.

The role emphasizes research-driven alpha generation, rigorous portfolio construction, risk oversight, and collaboration with researchers, developers, and trading teams. Strong programming and a proven live track record in systematic equities are essential.

Qualifications

• Proven live track record in systematic equities.
• Strong alpha research, portfolio construction, and risk management.
• Experience running market-neutral, statistical arbitrage, factor-based, or related equity strategies.
• Strong programming and quantitative research capabilities.
• Entrepreneurial, commercially minded, and performance-driven.

Responsibilities

• Research, develop, and manage systematic equity strategies.
• Generate scalable alpha through rigorous quantitative research.
• Oversee portfolio construction, risk management, and live performance.
• Continuously enhance strategies across signals, data, execution, and capacity.
• Collaborate with quantitative researchers, developers, and trading teams.

Skills

Systematic equities

Portfolio construction

Risk management

Alpha research

Programming

Quant research

Job description

Selby Jennings is partnering with a leading global quantitative hedge fund to recruit a Quantitative Portfolio Manager who will develop and oversee systematic equity strategies across global markets.

The role emphasizes research-driven alpha generation, rigorous portfolio construction, risk oversight, and collaboration with researchers, developers, and trading teams. Strong programming and a proven live track record in systematic equities are essential.