APAC Equities Portfolio Manager, Hegde Fund

Company : Michael Page

Job Type : Full Time

Hong Kong

Number of Applicants

000+

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Job Description - APAC Equities Portfolio Manager, Hegde Fund

Manage a beta-neutral Asian equities portfolio to generate alpha.
Execute disciplined research, risk controls, and efficient trade implementation.

About Our Client

An established hedge fund specializing in Asian equities, deploying a disciplined beta-neutral framework to deliver consistent, uncorrelated alpha. Backed by robust research, experienced portfolio managers, and institutional-grade infrastructure, it targets stable performance across market cycles while preserving capital and managing risk effectively.

Job Description

Own & execute a clearly defined, scalable investment strategy for Asian equities, including detailed documentation of signal construction, portfolio construction, risk management, & trade lifecycle.
Run a beta-neutral portfolio that targets consistent, uncorrelated alpha across Asian markets (e.g., Japan, Hong Kong/China, Korea, Taiwan, ASEAN), maintaining near-zero net market beta & controlled factor exposures (e.g., value, size, quality).
Define & maintain a precise investable universe focused on Asian equities (large/mid/small caps as appropriate), with transparent inclusion/exclusion rules, liquidity screening, and turnover constraints aligned with fund capacity.
Systematically generate alpha using robust, empirically validated signals (e.g., fundamental, statistical/arbitrage, event-driven), with clear regime detection and degradation monitoring.
Portfolio construction & optimization using disciplined position sizing, transaction cost modeling, diversification constraints, and risk budgeting; ensure scalability and deployability at target AUM.
Comprehensive risk management: manage gross/net exposure, factor and sector neutrality (as appropriate), country and liquidity limits, drawdown controls, stop-loss/stop-gain frameworks, and scenario stress testing (macro and idiosyncratic).
Live execution management: partner with trading to optimize fills, minimize slippage, & control market impact; actively monitor order books, borrow availability (where applicable), and corporate actions.
Performance attribution & diagnostics: deliver granular alpha/beta attribution, factor & sector P&L, hit-rates, decay profiles, and slippage/TCA;
Governance: maintain model versions, research logs, backtest/forward-test protocols & change-control for production readiness in a hedge fund environment.

The Successful Applicant

Track record: Demonstrable ≥3 consecutive years of positive returns from a beta-neutral Asian equities strategy, with auditable P&L and detailed risk/attribution history.
Strategy readiness: A clearly defined, scalable investment process (research → validation → deployment → monitoring) and Asian-equity-focused universe with documented capacity, turnover, and liquidity assumptions.
Beta-neutral framework: Proven ability to construct and maintain market and factor neutrality (e.g., through factor models, hedge overlays, and dynamic constraint management) while generating alpha.
Hedge fund deployability: Evidence that the strategy can be implemented in a hedge fund environment, including production-grade data hygiene, automation, monitoring, TCA, and operational controls.
Personal qualities: High attention to detail, strong performance under high-pressure conditions, collaborative team player, and consistent delivery against defined objectives.

What's on Offer

Good exposure

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APAC Equities Portfolio Manager, Hegde Fund

Job Description - APAC Equities Portfolio Manager, Hegde Fund

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