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Quant Portfolio Manager
Quant Portfolio Manager
Quant Portfolio Manager
Posted 2 days ago
- London, Greater London
- Any
- External
I’m working with a global multi-strat, multi-manager Hedge Fund in the search for a Quant Portfolio Manager to join the firm in London
The ideal candidate will focus on orthogonal strategies characterized by low scalability and high Sharpe ratios. This role is perfect for a highly analytical and innovative individual with a proven track record in quantitative trading.
Role and Responsibilities:
Design, develop, and implement orthogonal trading strategies that are low in scalability but deliver high Sharpe ratios. These may include, but are not limited to, statistical arbitrage, market microstructure, factor investing, trend following, Algo trading etc
Actively manage and optimize a portfolio of quantitative strategies, ensuring consistent performance and risk management.
Conduct in-depth research and quantitative analysis to identify and exploit market inefficiencies. Utilize advanced mathematical models and statistical techniques.
Continuously monitor strategy performance, risk metrics, and market conditions to ensure optimal performance and adapt strategies as needed.
Work closely with other portfolio managers, researchers, and the technology team to enhance trading infrastructure and strategy implementation.
Skills and Qualifications:
Advanced degree (PhD, MSc) in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
Minimum of 5 years of experience as a Quant PM / Trader or a similar role within a hedge fund or proprietary trading firm.
Demonstrable track record of managing successful orthogonal strategies with low scalability and high Sharpe ratios.
Proficiency in programming languages such as Python, R, C++, or Java. Experience with statistical and machine learning techniques.
Preferred Qualifications:
Experience with alternative data sources and innovative data analysis techniques.
Familiarity with high-frequency trading (HFT) and market microstructure, factor investing, statistical arbitrage, mean reversion, trend following or similar.
Proven ability to work in a collaborative, fast-paced environment.
The offer:
Competitive compensation package, including performance-based incentives.
Professional development opportunities and a culture of continuous learning
Join a firm at the forefront of quant strategies
The ideal candidate will focus on orthogonal strategies characterized by low scalability and high Sharpe ratios. This role is perfect for a highly analytical and innovative individual with a proven track record in quantitative trading.
Role and Responsibilities:
Design, develop, and implement orthogonal trading strategies that are low in scalability but deliver high Sharpe ratios. These may include, but are not limited to, statistical arbitrage, market microstructure, factor investing, trend following, Algo trading etc
Actively manage and optimize a portfolio of quantitative strategies, ensuring consistent performance and risk management.
Conduct in-depth research and quantitative analysis to identify and exploit market inefficiencies. Utilize advanced mathematical models and statistical techniques.
Continuously monitor strategy performance, risk metrics, and market conditions to ensure optimal performance and adapt strategies as needed.
Work closely with other portfolio managers, researchers, and the technology team to enhance trading infrastructure and strategy implementation.
Skills and Qualifications:
Advanced degree (PhD, MSc) in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
Minimum of 5 years of experience as a Quant PM / Trader or a similar role within a hedge fund or proprietary trading firm.
Demonstrable track record of managing successful orthogonal strategies with low scalability and high Sharpe ratios.
Proficiency in programming languages such as Python, R, C++, or Java. Experience with statistical and machine learning techniques.
Preferred Qualifications:
Experience with alternative data sources and innovative data analysis techniques.
Familiarity with high-frequency trading (HFT) and market microstructure, factor investing, statistical arbitrage, mean reversion, trend following or similar.
Proven ability to work in a collaborative, fast-paced environment.
The offer:
Competitive compensation package, including performance-based incentives.
Professional development opportunities and a culture of continuous learning
Join a firm at the forefront of quant strategies