Quantitative Portfolio Manager (Asian Equities)

About the Opportunity

Location: New York | London | Dubai | Singapore | Hong Kong

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

Strategy: Quantitative Equities – Asia Statistical Arbitrage

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.

About You

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.

Eligibility

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

Benefits

For more information: thomas@pointonetalent.com