Location: Hong Kong
About the role
A global quantitative hedge fund is looking for an experienced Quantitative Portfolio Manager to research, develop, and run systematic equity strategies. BroadCareer Executive Search is representing the fund confidentially.
Key responsibilities
- Research, develop, and manage systematic equity strategies with scalable alpha.
- Own portfolio construction, risk, and live performance.
- Continuously improve signals, data, execution, and capacity.
- Collaborate with researchers, developers, and trading teams.
Requirements
- Proven live track record in systematic equities.
- Depth in alpha research, portfolio construction, and risk.
- Experience with market-neutral, stat-arb, factor, or related strategies.
- Strong programming and quantitative research skills; advanced quantitative degree preferred.
- Entrepreneurial, commercially minded, performance-driven.