Quant jobs / Maven Securities

Portfolio Manager (APAC Equities)

A portfolio manager role running a beta-neutral Asian equity strategy that targets a specific inefficiency. It sits in Maven's Hong Kong investment team within a proprietary trading firm.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Run a scalable beta-neutral Asian equities strategy
Refine the investment process using returns and market dynamics
Develop new strategy ideas from research to deployment
Operate within the firm's hedge fund style risk framework

What they ask for

Required

2+ years as a PM, or 4-5 as an assistant PM
Three years of positive returns
Scalable, clearly defined strategy
Asian equity universe focus
Beta-neutral alpha framework
Attention to detail

Education: Not stated
Experience: 2+ years as a PM or 4-5 years as an assistant PM
Markets: equities

How to prepare

Build a beta-neutral long-short backtest on Asian equities with realistic costs
Learn how to measure and neutralise market and factor exposures
Study liquidity, borrow and short-selling constraints in Hong Kong and wider Asia
Practise presenting a strategy's edge and drawdown behaviour

What to study

The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Maven Securities’s site before applying: requirements, location and pay can change after we check them.

View the posting on Maven Securities’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Maven Securities and doesn’t handle applications.