Job Description: Portfolio Manager, Quant Strategies
Please send all resume submissions to [Confidential Information] and referenceREQ-11710in the subject line.
Job Description
Portfolio Manager as the leader of a small, collaborative team with a focus on equity and futures statistical arbitrage based in Asia
Location
Hong Kong, Singapore
Principal Responsibilities
- Manage a small investment team in developing systematic trading strategies, with a primary focus on driving: idea generation, data gathering and research/analysis, model implementation and backtesting for Asian equity or futures statistical arbitrage / systematic strategies
- Manage the production and risks of the strategies developed by the team and yourself
- Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
- Collaborate with the team in a transparent environment, engaging with the whole investment process
Preferred Technical Skills
- Strong research and programming skills
- Working knowledge of Matlab/Python and SQL are necessary
- Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field
Preferred Experience
- Proven, successful track record managing a high, mid or low frequency systematic trading strategy with a focus on equities and/or futures
- Successful experience trading in Chinese equity markets stat arb and/or equity index futures across Asian markets
- Demonstrated ability to manage team members
- Demonstrated ability to conduct independent research using large data sets
Highly Valued Relevant Experience
- 7+ years of professional experience in a systematic trading environment (prop desk or hedge fund)
- Product experience in statistical arbitrage strategies
Target Start Date
Please send all resume submissions to [HIDDEN TEXT] and reference REQ-11710 in the subject line. 
