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 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.

• Manage and grow a quantita...