Portfolio Manager - Systematic Trading

As a senior alpha producer for a global trading firm in APAC, your role will involve leading a Quantitative Research platform alongside co-leadership responsibilities. You will be engaging in hands-on alpha generation while also overseeing the research direction and team expansion. Key Responsibilities: - Develop and implement robust equity and derivatives signals to directly impact live trading PnL - Drive high standards for research quality, validation, and reproducibility • Mentor researchers, shape the research roadmap, and contribute to scaling the platform • Maintain a strong performance culture within the team Qualifications Required: - 5 to 10 plus years of experience in systematic equity and derivatives research • Proven track record of generating profitable and scalable alpha with direct PnL contribution • Demonstrated impact of meaningful PnL, typically 20 million USD plus across strategies • Strong understanding of signal decay, capacity, risk management, and overfitting • Strong programming skills with experience in research and data infrastructure • Experience in live trading environments with close interaction with trading teams • STEM background, Bachelors, Masters or PhD preferred This role provides an opportunity for real ownership in research and team building, with compensation tied closely to strategy performance. If you are interested, please reach out for a confidential discussion. As a senior alpha producer for a global trading firm in APAC, your role will involve leading a Quantitative Research platform alongside co-leadership responsibilities. You will be engaging in hands-on alpha generation while also overseeing the research direction and team expansion. Key Responsibilities: - Develop and implement robust equity and derivatives signals to directly impact live trading PnL - Drive high standards for research quality, validation, and reproducibility • Mentor researchers, shape the research roadmap, and contribute to scaling the platform • Maintain a strong performance culture within the team Qualifications Required: - 5 to 10 plus years of experience in systematic equity and derivatives research • Proven track record of generating profitable and scalable alpha with direct PnL contribution • Demonstrated impact of meaningful PnL, typically 20 million USD plus across strategies • Strong understanding of signal decay, capacity, risk management, and overfitting • Strong programming skills with experience in research and data infrastructure • Experience in live trading environments with close interaction with trading teams • STEM background, Bachelors, Masters or PhD preferred This role provides an opportunity for real ownership in research and team building, with compensation tied closely to strategy performance. If you are interested, please reach out for a confidential discussion.