Quant Portfolio Manager
Selby Jennings
Hong Kong, Hong Kong

A multi-billion dollar Global Systematic Fund is looking to make a number of notable PM-hires, as they seek to strengthen their foothold in Asia and further their presence in mainland China.

If you have a solid live track record ($10m P&L; Sharpe 2.0+), and are keen to have virtually unlimited capital for scaling successful strategies, along with an ultra-competitive pay-out, this opportunity will be relevant.

Responsibilities :

  • Research, develop, and deploy mid-frequency and / or high-frequency market making strategies.
  • Leverage understanding of relevant market trends to identify new profitable trading opportunities.
  • Advance and further optimise existing research initiatives.
  • Requirements

  • Proven, successful track record managing mid-frequency and / or high-frequency systematic trading strategies.
  • 3+ years of experience managing institutional size capital.
  • Expertise in alpha research .
  • Strong mathematical and statistical aptitude.
  • Ideally having exposure to China A-Shares.
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