Credit Portfolio Manager

About the Opportunity

A leading global multi-strategy hedge fund is undertaking a significant expansion of its liquid credit platform and is seeking to hire experienced Portfolio Managers across Europe. This build-out spans a broad range of liquid credit verticals, including Corporate Credit, Structured Credit, Asset-Backed Securities (ABS), Special Situations, and Systematic Credit, with significant capital allocated to each strategy.

Responsibilities

• Manage a liquid credit portfolio with full ownership of P&L
• Develop and execute alpha-generating strategies across one or more of the following areas:
  • Corporate Credit (Investment Grade, High Yield, performing & stressed)
  • Structured Credit (CLOs, tranches, credit derivatives)
  • Asset-Backed Securities (ABS) (consumer, RMBS, CMBS, esoteric assets)
  • Special Situations (event-driven, distressed, capital structure arbitrage)
  • Systematic Credit (quantitative strategies across credit instruments, signals-based trading, relative value, and factor models)
• Trade across instruments including cash bonds, CDS, indices (CDX/iTraxx), and structured products
• Identify relative value opportunities across capital structures, sectors, and geographies
• Construct portfolios with a strong emphasis on risk-adjusted returns and capital preservation
• For systematic strategies: design, implement, and refine quantitative models, signals, and execution frameworks
• Collaborate closely with risk, technology, and central capital allocation teams
• Build and mentor a team of analysts, quants, and/or traders where applicable

Eligibility

Proven track record managing liquid credit strategies within a hedge fund or proprietary trading environment. Expertise in at least one core vertical, such as: Corporate Credit, Structured Credit, ABS, Special Situations / Event-Driven Credit, Systematic / Quantitative Credit. Demonstrated ability to generate consistent, uncorrelated returns. Deep understanding of credit markets, instruments, and macro drivers. Strong risk management discipline with clear drawdown control. For systematic candidates: experience developing alpha signals, portfolio construction models, and backtesting frameworks. Experience operating within a multi-PM / pod-based platform preferred.

About Company

For more information: thomas@pointonetalent.com