Senior Quantitative Portfolio Manager

Overview

A globally recognised hedge fund is expanding its systematic and mid-frequency equities platform in London, adding experienced Portfolio Managers to one of the most established and well-capitalised environments in the industry. This is an opportunity to join a firm known for institutional rigour, intellectual depth and long-term thinking, while still offering the autonomy and entrepreneurial freedom to build scalable mid-frequency or semi-systematic equities strategies.What sets this platform apartCapital and risk parameters are tailored to each PM’s approach, not the other way aroundBacked by a deep bench of quant, data science, risk and execution specialistsRobust operational, legal and compliance infrastructure across global marketsCulture that values collaboration over churn, and innovation over conformityStrategies of interestMid-frequency statistical arbitrage (multi-day to multi-week alpha signals)Ideal profile5–10+ years of independently running profitable mid-frequency or semi-systematic equities strategiesTrack record of Sharpe >2.0 and annual PnL generation of $10m+ on capital of $250m+Strong research, modelling and execution capabilitiesA collaborative mindset and desire to scale sustainablyThis is a chance to build and compound a strategy in a stable, long-term home — not a short-term plug-and-play seat in a pod shop.Seniority level

Mid-Senior levelEmployment type

Full-timeJob function

FinanceIndustries: Investment ManagementLocation: London, England, United ..... full job details .....