Asia Pacific Quantitative Arbitrage PM – Market-Neutral Equities

Point One - Hedge Fund Talent; Singapore; On-site; SGD 257,334 - 386,001; Full time

Job summary

Point One - Hedge Fund Talent is seeking an exceptional Quantitative Portfolio Manager to build a market-neutral Asia Equities Statistical Arbitrage strategy. The successful candidate will be part of a world-class platform with access to substantial capital and advanced technology resources.

This role requires proven track records in generating consistent risk-adjusted returns across Asia Pacific equity markets, with expertise in statistical arbitrage and portfolio optimisation.

Qualifications

• 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 and factor modelling.

Responsibilities

• Manage and grow a quantitative Asia Equities Statistical Arbitrage portfolio.
• Research, develop, and implement systematic alpha signals.
• Construct and optimise market-neutral portfolios focusing on risk-adjusted returns.

Skills

Statistical arbitrage

Portfolio optimisation

Quantitative research

Analytical skills

Risk management

Job description

Point One - Hedge Fund Talent is seeking an exceptional Quantitative Portfolio Manager to build a market-neutral Asia Equities Statistical Arbitrage strategy. The successful candidate will be part of a world-class platform with access to substantial capital and advanced technology resources.

This role requires proven track records in generating consistent risk-adjusted returns across Asia Pacific equity markets, with expertise in statistical arbitrage and portfolio optimisation.