Quant Strategy Lead - Long/ Short strategy

Michael Page; Hong Kong; On-site; HKD 4,500,000 - 9,000,000; Full time

Benefits offered by this job

Competitive compensation

Performance-based incentives

Institutional data access

Flat structure and autonomy

Long-term growth potential

Job summary

Michael Page is partnering with a rapidly growing quantitative investment platform with operations across Hong Kong and Singapore. The firm combines rigorous quantitative research with discretionary expertise, investing across global equities, digital assets, and alternatives, and continues to expand its systematic trading platform and investment team.

The successful candidate will build and lead the Long/Short Market Neutral investment team, owning strategy development, portfolio construction,

Qualifications

• Proven experience managing live capital at a leading hedge fund or prop trading firm.
• Strong leadership with experience building investment/trading teams.
• Advanced quantitative, statistical, and programming skills (Python/C++).
• Deep understanding of portfolio construction and risk management.
• Experience with equities, digital assets, or liquid markets.

Responsibilities

• Build and lead the Long/Short Market Neutral investment team, with full ownership of strategy development, portfolio construction, execution, and P&L.
• Manage a dedicated trading book and risk budget, with potential capital scaling based on performance.
• Develop and refine alpha generation frameworks across fundamental, quantitative, event-driven, and relative value opportunities.
• Oversee portfolio risk management, including gross/net exposure control, sector/style neutrality, position sizing, and liquidity management.
• Recruit, mentor, and manage researchers and traders while establishing scalable research and investment processes.
• Work closely with risk management and trading functions to ensure efficient implementation and execution of strategies.

Skills

Long/Short equity

Multi-asset strategies

Market neutral

Relative value

Factor-based alpha

Event-driven

Portfolio risk management

Execution management

Python

C++

Job description

• A rapidly growing quantitative Investment Platform in Hong Kong
• Steadily growing AUM and excellent investment performance

About Our Client

Our client is a rapidly growing investment platform with operations across Singapore and Hong Kong, managing several hundred million USD in capital. Combining quantitative research with discretionary investment expertise, the firm invests across global equities, digital assets, and alternative strategies, and continues to expand its systematic trading platform and investment team.

Job Description

• Build and lead the Long/Short Market Neutral investment team, with full ownership of strategy development, portfolio construction, execution, and P&L.
• Manage a dedicated trading book and risk budget, with potential capital scaling based on performance.
• Develop and refine alpha generation frameworks across fundamental, quantitative, event-driven, and relative value opportunities.
• Oversee portfolio risk management, including gross/net exposure control, sector/style neutrality, position sizing, and liquidity management.
• Recruit, mentor, and manage researchers and traders while establishing scalable research and investment processes.
• Work closely with risk management and trading functions to ensure efficient implementation and execution of strategies.

The Successful Applicant

Candidates should demonstrate expertise in several of the following areas:

• Long/Short equity or multi-asset strategies
• Market neutral and relative value investing
• Factor-based and systematic alpha generation
• Event-driven opportunities
• Portfolio hedging and risk optimization
• Execution management, including financing costs, liquidity considerations, and short-selling implementation

Requirements

• Proven experience from a leading quantitative hedge fund, proprietary trading firm, or established alternative investment platform.
• Track record of independently managing live capital with verifiable investment results.
• Prior team leadership experience, including building and managing investment, research, or trading teams.
• Strong quantitative, statistical, and programming skills (Python and/or C++).
• Deep understanding of portfolio construction, risk management, and systematic investment processes.
• Experience in quantitative strategies across equities, digital assets, or other liquid markets is highly preferred.
• Entrepreneurial mindset with the ability to thrive in a fast-paced investment environment.
• Fluent Mandarin is a must

What's on Offer

• Opportunity to build and lead a dedicated investment strategy team.
• Competitive compensation package with performance-linked incentive structure.
• Access to institutional-grade infrastructure, market data, and execution support.
• Flat organizational structure with strong decision-making autonomy.
• Significant long-term growth potential alongside the firm's expanding investment platform.