Our client is a US based hedge fund with office inHong Kong, Singapore, Tokyo, London, New York and San Francisco.
Actively hiring across regions adding mid to low frequency
statistical arbitrage portfolio manager to run over USD 100 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 10%
plus track record on USD 40 mio portfolio and we will hire up
through to Managing Director level. Sharpe ratio 1.8 USD 3 bio
hedge fund actively hiring experienced statistical arbitrage
portfolio manager to run USD 100 mio portfolio.