Portfolio Manager | Systematic Equities

Selby Jennings

Hong Kong

On-site

HKD 1,000,000 - 2,000,000

Full time

2 days ago

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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

We are partnering with a leading global quantitative hedge fund seeking an experienced Quantitative Portfolio Manager to develop and manage systematic equity strategies across global markets.

Key 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

Qualifications

Proven live track record in systematic equities
Strong expertise in 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