Asia Pacific Quantitative Arbitrage PM – Market-Neutral Equities

Point One - Hedge Fund Talent is seeking an exceptional Quantitative Portfolio Manager to build a market-neutral Asia Equities Statistical Arbitrage strategy. The successful candidate will be part of a world-class platform with access to substantial capital and advanced technology resources.

This role requires proven track records in generating consistent risk-adjusted returns across Asia Pacific equity markets, with expertise in statistical arbitrage and portfolio optimisation.