Portfolio Manager

Quantitative Portfolio Manager - Macro, Futures and Cash Equities Trading

My client is a multi-manager hedge fund which covers intraday and mid-frequency trading strategies across liquid markets. The firm is currently looking for PMs trading intraday/mid frequency strategies in Equities or cross-asset Macro Futures to set up their teams in either New York, London, Singapore or Hong Kong.

They have a mandate for Quant PMs or Quant Traders with a track record of researching, deploying and managing strategies with Sharpe ratios above 2 to set up teams in return for a significant risk allocation with strong guaranteed compensation, and PnL % payouts once trading goes live.

Successful candidates will have experience with researching, developing and monitoring strategies, and will be skilled in programming languages such as Python and C++.

The Role:

• Plug into the fund's existing PM platform
• Designing, backtesting, and deploying trading strategies, monitoring and and optimising them over time.
• Managing a book and targeting Sharpes of 2+.

Requirements:

• A Master or PhD level degree from a prestigious university in a numerate field. Previous successful candidates have degrees in Engineering, Physics, Mathematics, Computer Science, etc.
• Coding proficiency in Python, additional experience with C/C++ is preferred.
• Prior experience as a Quantitative Trader or sub-PM/PM, where you researched strategies and managed a book.