Our client is an Asia based Quantitative Hedge Fund Manager looking to hire a Quantitative Portfolio Manager/Senior Quantitative Researcher in Hong Kong. They have a strong preference for individuals who have experience in Global CTA strategies.

Responsibilities

• Conduct alpha research and strategy development with a focus on idea generation, back testing on Global CTA.
• Manage risk and optimise return of CTA portfolios
• Lead a team to perform extensive quantitative analysis

Requirements

• Solid research and risk management experience in Global CTA.
• PhD Degree in a Quant related subject. Masters/Bachelors are welcome too with strong working experience
• Proven track record of developing strategies in the relevant space
• Proficiency with C++ or Python