Portfolio Manager

Tardis Group; Hong Kong; On-site; HKD 1,200,000 - 2,100,000; Full time

Job summary

Tardis Group in Hong Kong seeks a Sub-Portfolio Manager to drive global equity alpha and manage a portfolio sleeve. You will lead alpha research, take ownership of your alpha streams, and engage in execution strategies for short-term equity alpha with intraday to multi-day horizons.

Applicants should have 3–5 years of relevant experience, preferably from hedge funds or alpha-driven environments, and may benefit from experience with proprietary optimizers.

Qualifications

• 3–5 years of relevant experience.
• Strong preference for candidates from hedge funds or other alpha-driven environments.

Responsibilities

• Alpha Generation: Drive global equity and alpha research, focusing on generating independent alpha and maintaining accountability for your alpha stream.
• Portfolio Management: Ideally manage your own portfolio sleeve. Candidates with their own optimizers will have the opportunity to run their own portfolios directly; pure alpha strategies will be blended with existing alpha, with attribution handled internally.
• Execution Strategy: Trade short-term equity alpha strategies with holding periods ranging from longer-term intraday up to 5–6 days.

Skills

Global equities

Alpha research

Own book

Short-term trading

AI experience

Job description

This global equity Sub-Portfolio Manager role is based in Hong Kong and sits within a high-performing Portfolio Management team. We are looking for candidates with prior experience running their own book, though an independent track record is not strictly mandatory.

Responsibilities

• Alpha Generation: Drive global equity and alpha research, focusing on generating independent alpha and maintaining accountability for your alpha stream.
• Portfolio Management: Ideally manage your own portfolio sleeve. Candidates with their own optimizers will have the opportunity to run their own portfolios directly; pure alpha strategies will be blended with existing alpha, with attribution handled internally.
• Execution Strategy: Trade short-term equity alpha strategies with holding periods ranging from longer-term intraday up to 5–6 days.

Qualifications

• Minimum of 3–5 years of relevant experience.
• Strong preference for candidates from hedge funds or other alpha-driven environments.

Location

• Hong Kong or Singapore.

Required Skills

• Proven experience in global equities and alpha research.
• Demonstrated track record of generating independent alpha and managing your own book.
• Experience trading short-term equity alpha.
• AI experience is highly desirable.

Preferred Skills

• Possession of a proprietary optimizer to independently run your own portfolio sleeve.