Systematic Portfolio Manager - Macro and Equities

👋Hello traveller,

Offices in London (UK), New York (US) and Singapore. Visa Sponsorship provided.

My client is a leading multi-strategy hedge fund focusing on systematic global quantitative strategies with $14+ Bn in assets under management and trades all major asset classes including Global Equities, Options/Swaps, Commodity Futures, FX and Fixed Income.

Their systematic business is mainly focused on market neutral relative value HFT strategies (intraday holding period with Sharpe of 5+) and MFT strategies (up to 20+ days holding period with Sharpe ratio of 2+).

This is an exciting opportunity for senior Quant Researchers/Traders and Portfolio Managers with 3+ years proven track record of their strategies consistently generating alpha to join a pod structure setup made up of exceptional quant researchers and technologists with offer of 30% profit split and manage a book up to $250 million. Our client is open to allocating capital to an individual or a team who has produced 5m+ in annual dollar PnL.

Key requirements:

• Minimum of 3 years of relevant experience as a PM, Sub PM, Quant Trader or Quant Researcher within the buy-side or sell-side.
• Up to 30% profit split and capital allocation for your strategies of up to $250 million.
• Develop and implement systematic equities and macro trading strategies in global equities, commodities, interest rates and FX markets, specifically exposure in US and Emerging Markets.
• Consistent successful track record in investing (Minimum >$5m P&L with a Sharpe of 1.5+).
• Holding period of intraday to 20+ days trading horizon.
• Collaborate with researchers to identify, analyse and evaluate new trading ideas.
• Fluency in Python or C++ or R or MATLAB