Hedge Fund Quantitative Portfolio Manager Stat Arb [APAC]

About the Opportunity

This position offers an exciting opportunity to design, implement, and manage Stat Arb strategies across global equities or other liquid asset classes.

Responsibilities

• Design, implement, and manage Stat Arb strategies across global equities or other liquid asset classes.
• Conduct rigorous alpha research, backtesting, and performance analysis using large datasets.
• Collaborate with quant researchers, data scientists, and engineers to optimize execution and infrastructure.
• Monitor and refine live strategies to ensure robust performance and risk-adjusted returns.
• Maintain a deep understanding of market microstructure and statistical modeling techniques.

About You

The ideal candidate should have a proven PnL track record managing Stat Arb strategies with consistent profitability. An advanced degree (PhD/MSc) in Mathematics, Statistics, Computer Science, Physics, or Engineering is required. Strong programming skills in Python, C++, R, or MATLAB are essential, and experience with high-performance computing is a plus. Deep expertise in machine learning, time-series analysis, and statistical modeling is highly desirable. Experience working in a Tier 1 hedge fund, prop trading firm, or top investment bank is preferred. An entrepreneurial mindset with a passion for innovation and alpha generation is a key attribute.