Our client is a Global Multi-strategy Hedge Fund is looking to hire a Portfolio Manager in either Hong Kong or can be based globally. They have a strong preference for individuals who have experience in China Equities trading with proven track record provided upon application.
Responsibilities
- Conduct alpha research and strategy development with a focus on idea generation, back testing on equities.
- Collaborate closely with Senior Portfolio Managers and Team members and being involved in the portfolio construction, risk management, building strong predictive models, etc.
Requirements
- Solid research and programming experience (Python/C++)
- PhD Degree in a quant related subject. Masters/Bachelors are welcome too with strong working experience
- 3-5 years of working experience in a quantitative research capacity
- Proven track record of developing strategies in the equities space, in particular in China market, ideally Sharpe Ratio of above 1.5.
