Systematic Portfolio Manager

About the Opportunity

A successful $5bn+ multi-strategy hedge fund is looking to hire an ambitious Sub-PM or Quantitative Researcher with a European equities statistical arbitrage strategy who is looking to step into a Portfolio Manager role within an established platform. The firm has built out the data, infrastructure, and execution capabilities required to support systematic trading and is open to both internal PM progression and external PM hires, depending on the candidate’s experience and track record. This is a fantastic opportunity for researchers or Sub-PMs who have developed alpha and are looking to scale.

Responsibilities

• Developing and deploying mid to higher frequency European equities statistical arbitrage strategies
• Leveraging the firm’s shared infrastructure, technology, and operational support
• Focus primarily on research, alpha generation, and portfolio construction
• Benefiting from robust execution, data, and operational resources

About You

Ideal Candidate:

• Developed systematic equities stat arb signals with strong research foundations
• Experience contributing to or running profitable strategies within an existing pod
• Looking for a platform to deploy and scale their strategy as a PM
• Typical strategy characteristics include:
  • Sharpe ratio of 2+
  • 3% return on GMV
  • Scalable strategies with meaningful capacity

Eligibility

Requirements:

• Deep understanding of equity signals, portfolio construction, execution, and risk management
• Experience building and deploying systematic equity trading strategies
• Strong technical capabilities in data analysis and programming
• Advanced academic background in a quantitative discipline (STEM MSc / PhD preferred)

Benefits

This role is ideally suited to an ambitious Sub-PM or senior quantitative researchers who have developed successful strategies and are looking for the right platform to take the next step into a PM seat.