Portfolio Manager, Quant Strategies

Hong Kong, Hong Kong Singapore, Singapore Until 8/22/2026 First posted March 31, 2025 Last posted March 31, 2025
Job description
Portfolio Manager, Quant Strategies

Job Description: Portfolio Manager, Quant Strategies

Please send all resume submissions to QuantTalentASIA@mlp.com and reference REQ-11710 in the subject line.

Job Description

Portfolio Manager as the leader of a small, collaborative team with a focus on equity and futures statistical arbitrage based in Asia

Location

Hong Kong, Singapore

Principal Responsibilities

  • Manage a small investment team in developing systematic trading strategies, with a primary focus on driving: idea generation, data gathering and research/analysis, model implementation and backtesting for Asian equity or futures statistical arbitrage / systematic strategies
  • Manage the production and risks of the strategies developed by the team and yourself
  • Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
  • Collaborate with the team in a transparent environment, engaging with the whole investment process

Preferred Technical Skills

  • Strong research and programming skills
  • Working knowledge of Matlab/Python and SQL are necessary
  • Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field

Preferred Experience

  • Proven, successful track record managing a high, mid or low frequency systematic trading strategy with a focus on equities and/or futures
  • Successful experience trading in Chinese equity markets stat arb and/or equity index futures across Asian markets
  • Demonstrated ability to manage team members
  • Demonstrated ability to conduct independent research using large data sets

Highly Valued Relevant Experience

  • 7+ years of professional experience in a systematic trading environment (prop desk or hedge fund)
  • Product experience in statistical arbitrage strategies

Target Start Date

  • As soon as possible

Please send all resume submissions to QuantTalentASIA@mlp.com and reference REQ-11710 in the subject line.

About this role

Summary

Lead a team to develop systematic trading strategies for Asian markets.

Job title

Portfolio Manager, Quant Strategies

Experience level

7+ years

Industry

finance

Location requirements

Located in Hong Kong or Singapore; remote work not allowed

Salary

Not specified

Management role

Yes

Skills & keywords

Required skills

researchprogrammingmatlabpythonsql

Preferred skills

systematic tradingequitiesfuturesindependent researchdata sets

Specializations

statistical arbitragesystematic tradingdata analysismodel implementationteam management
Locations

Structured locations inferred from the posting.

Hong Kong

On-site City

Singapore

On-site City