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Our client is a European hedge fund with office in Hong Kong, Singapore, Tokyo, London and New York. Actively hiring across regions adding mid to low frequency statistical arbitrage portfolio manager to run USD 100 mio to USD 500 mio capital across equities, macro, cash and futures. Strong opportunity to work at a solid fund with collaborative environment to ensure optimum performance.
PM must have at least 2 year 8% plus track record on USD 50 mio portfolio and we will hire up through to Managing Director level. Sharpe ratio 1.8+