Quantitative Portfolio Manager (Asian Equities)
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About the Role
**Location:** New York | London | Dubai | Singapore | Hong Kong **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
Key Skills for This Role
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Location
New York | London | Dubai | Singapore | Hong Kong
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: thomas@pointonetalent.com
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