- 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