APAC Equities Portfolio Manager, Hegde Fund

• Manage a beta‑neutral Asian equities portfolio to generate alpha.
• Execute disciplined research, risk controls, and efficient trade implementation.

About Our Client

An established hedge fund specializing in Asian equities, deploying a disciplined beta‑neutral framework to deliver consistent, uncorrelated alpha. Backed by robust research, experienced portfolio managers, and institutional‑grade infrastructure, it targets stable performance across market cycles while preserving capital and managing risk effectively.

Job Description

1. Own & execute a clearly defined, scalable investment strategy for Asian equities, including detailed documentation of signal construction, portfolio construction, risk management, & trade lifecycle.
2. Run a beta-neutral portfolio that targets consistent, uncorrelated alpha across Asian markets (e.g., Japan, Hong Kong/China, Korea, Taiwan, ASEAN), maintaining near-zero net market beta & controlled factor exposures (e.g., value, size, quality).
3. Define & maintain a precise investable universe focused on Asian equities (large/mid/small caps as appropriate), with transparent inclusion/exclusion rules, liquidity screening, and turnover constraints aligned with fund capacity.
4. Systematically generate alpha using robust, empirically validated signals (e.g., fundamental, statistical/arbitrage, event-driven), with clear regime detection and degradation monitoring.
5. Portfolio construction & optimization using disciplined position sizing, transaction cost modeling, diversification constraints, and risk budgeting; ensure scalability and deployability at target AUM.
6. Comprehensive risk management: manage gross/net exposure, factor and sector neutrality (as appropriate), country and liquidity limits, drawdown controls, stop-loss/stop-gain frameworks, and scenario stress testing (macro and idiosyncratic).
7. Live execution management: partner with trading to optimize fills, minimize slippage, & control market impact; actively monitor order books, borrow availability (where applicable), and corporate actions.
8. Performance attribution & diagnostics: deliver granular alpha/beta attribution, factor & sector P&L, hit-rates, decay profiles, and slippage/TCA;
9. Governance: maintain model versions, research logs, backtest/forward-test protocols & change-control for production readiness in a hedge fund environment.

The Successful Applicant

1. Track record: Demonstrable ≥3 consecutive years of positive returns from a beta-neutral Asian equities strategy, with auditable P&L and detailed risk/attribution history.
2. Strategy readiness: A clearly defined, scalable investment process (research → validation → deployment → monitoring) and Asian-equity-focused universe with documented capacity, turnover, and liquidity assumptions.
3. Beta-neutral framework: Proven ability to construct and maintain market and factor neutrality (e.g., through factor models, hedge overlays, and dynamic constraint management) while generating alpha.
4. Hedge fund deployability: Evidence that the strategy can be implemented in a hedge fund environment, including production-grade data hygiene, automation, monitoring, TCA, and operational controls.
5. Personal qualities: High attention to detail, strong performance under high-pressure conditions, collaborative team player, and consistent delivery against defined objectives.

What's on Offer

Good exposure