Quantitative Portfolio Manager (Asian 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

Firm: Leading Global Multi-Strategy Hedge Fund ($40bn+ AUM)

Strategy: Quantitative Equities – Asia Statistical Arbitrage

We are partnering with a leading global multi-strategy hedge fund managing over $40 billion in assets to identify an exceptional Quantitative Portfolio Manager to build and/or scale a market-neutral Asia Equities Statistical Arbitrage strategy.

The successful candidate will join a world-class platform that provides substantial capital allocation, best-in-class technology infrastructure, deep data resources, and institutional risk management support. This opportunity is suited to an established Portfolio Manager with a demonstrable track record generating consistent risk-adjusted returns across Asia Pacific equity markets through systematic and quantitative investment strategies.

The role can be based in New York, London, Dubai, Singapore, or Hong Kong.

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 and capital efficiency.
• Develop and enhance forecasting models, signal generation frameworks, and portfolio construction methodologies.
• Identify and exploit inefficiencies across fundamental, alternative, market microstructure, and behavioural datasets.
• Work closely with quantitative researchers, data scientists, technologists, and central risk teams.
• Monitor portfolio exposures, factor risks, liquidity constraints, and execution performance.
• Continuously evaluate new data sources, research techniques, and machine learning methodologies.
• Maintain robust research processes, documentation, and production deployment standards.

Requirements

• Proven track record managing a quantitative equity market-neutral strategy focused on Asia Pacific markets.
• Demonstrated ability to generate attractive risk-adjusted returns across varying market environments.
• Strong expertise in statistical arbitrage, factor modelling, portfolio optimisation, and quantitative research.
• Deep understanding of Asian equity market structure, liquidity dynamics, and trading behaviour.
• Exceptional quantitative and analytical skills.
• Experience working with large and complex datasets.
• Strong understanding of risk management and portfolio construction frameworks.
• Ability to operate independently within a high-performance investment environment.

For more information: [e-mail]