Hedge Fund Quantitative Portfolio Manager Stat Arb [APAC]

Key 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.

Ideal Candidate Profile

• Proven PnL track record managing Stat Arb strategies with consistent profitability.
• Advanced degree (PhD/MSc) in Mathematics, Statistics, Computer Science, Physics, or Engineering.
• Strong programming skills in Python, C++, R, or MATLAB; experience with high-performance computing is a plus.
• Deep expertise in machine learning, time-series analysis, and statistical modeling.
• Experience working in a Tier 1 hedge fund, prop trading firm, or top investment bank.
• Entrepreneurial mindset with a passion for innovation and alpha generation.