full-time
Quantitative Portfolio Manager | Systematic Equities
Selby Jennings
- Employer
- Selby Jennings
- Location
- Hong Kong
- Working pattern
- on-site
About the role
Research, develop, and manage systematic equity strategies across global markets, generating scalable alpha through rigorous quantitative research. Oversee portfolio construction, risk management, and live performance while improving signals, data, execution, and strategy capacity in collaboration with research, development, and trading teams. Candidates should have a proven live track record in systematic equities and strong expertise in alpha research, portfolio construction, and risk management. Experience with market-neutral, statistical arbitrage, factor-based, or related equity strategies and strong programming and quantitative research capabilities are required; an advanced quantitative degree is preferred.