A leading global hedge fund is actively seeking a Quant Equities Portfolio Manager to join their expanding Singapore office. This is a rare opportunity to join a world-class investment platform with a strong track record, deep resources, and a flexible mandate. The role is ideal for a seasoned quant PM or a strong sub-PM ready to run capital with autonomy and scale.
Key responsibilities
- Alpha Generation: Research, develop, and implement quantitative equity strategies (statistical arbitrage, factor-based, ML-driven, etc.) with a clear edge in global or APAC markets.
- Portfolio Management: Deploy and manage capital with robust risk controls, execution logic, and efficient turnover.
- Data & Signal Research: Leverage proprietary and alternative data to identify persistent alpha signals across a range of equity universes.
- Team Collaboration: Partner with quant researchers, data engineers, and trading teams to optimize model deployment and performance.
- Platform Engagement: Work within a best-in-class multi-manager structure that offers world-leading infrastructure, risk oversight, and operational support.
Candidate profile
- Proven track record of alpha generation and positive Sharpe in a fully systematic or semi-systematic equities strategy.
- 5+ years of experience as a Portfolio Manager or Senior Quantitative Researcher in a hedge fund, prop shop, or top-tier bank.
- Expertise in equities across developed or emerging markets (global, APAC, sector-focused, or market-neutral strategies).
- Proficient in Python, C++, or other relevant programming languages.
- Strong understanding of portfolio construction, execution, and risk frameworks.
- Preference for candidates currently managing capital or with strategies ready for deployment.
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