Hedge Fund Quantitative Portfolio Manager Stat Arb [APAC]

* 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.

Selby Jennings - Hong Kong - Full time

Salary: Negotiable

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.
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