Find a job 
Featured Companies 
Featured Universities 
For Companies At a Glance
- Tasks: Lead a team to design and deploy cutting-edge trading strategies in global markets.
- Company: Join a leading multi-manager hedge fund known for innovative trading strategies.
- Benefits: Enjoy competitive compensation, risk allocation, and performance-based payouts.
- Why this job: Be at the forefront of finance with a focus on AI and quantitative strategies.
- Qualifications: Master's or PhD in a numerate field; coding skills in Python and C++ required.
- Other info: Opportunities available in major cities like New York, London, and Singapore.
The predicted salary is between 72000 - 108000 £ per year.
Get AI-powered advice on this job and more exclusive features.
This range is provided by Anson McCade. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.
Base pay range
Direct message the job poster from Anson McCade
Principal Headhunter – Quantitative Strategies at Anson McCade
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 Futures markets to set up their own teams in New York, London, Paris, Singapore, or Dubai.
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:
- Building a team of Quant Researchers and Traders or building out as a standalone PM.
- Designing, backtesting, and deploying trading strategies, monitoring and optimising them over time.
- Managing a book and targeting Sharpes above 2 and % returns on GMV above 3%.
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.
- At least three years of experience as a Quantitative Researcher/Trader, where you used sophisticated methods such as machine/deep learning or statistical modelling techniques for the research and optimisation of strategies.
Seniority level
Director
Employment type
Full-time
Job function
Finance
#J-18808-Ljbffr
Quantitative Portfolio Manager employer: Anson McCade Pty
Contact Detail:
Anson McCade Pty Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Portfolio Manager
✨Tip Number 1
Make sure to showcase your experience with intraday and mid-frequency trading strategies. Highlight any specific successes you've had in these areas, especially if you have a track record of achieving Sharpe ratios above 2.
✨Tip Number 2
Demonstrate your coding skills in Python and C++. Consider preparing a portfolio of projects or examples that illustrate your proficiency in these languages, particularly in the context of quantitative finance.
✨Tip Number 3
Network with professionals in the hedge fund industry, especially those who focus on quantitative strategies. Attend relevant conferences or webinars to connect with potential colleagues and learn more about the latest trends in the field.
✨Tip Number 4
Research the specific markets (Equities or Futures) that the firm focuses on. Being knowledgeable about market dynamics and recent developments can give you an edge during interviews and discussions with recruiters.
We think you need these skills to ace Quantitative Portfolio Manager
Some tips for your application 🫡
Highlight Your Academic Background: Make sure to emphasize your Master or PhD degree from a prestigious university in a numerate field. Mention specific courses or projects that relate to quantitative finance, engineering, physics, mathematics, or computer science.
Showcase Your Experience: Detail your experience as a Quantitative Researcher or Trader. Include specific examples of strategies you have researched, developed, and managed, especially those with Sharpe ratios above 2. This will demonstrate your capability to meet the firm's expectations.
Demonstrate Coding Proficiency: Clearly outline your coding skills, particularly in Python and C++. Provide examples of projects or applications where you utilized these programming languages for quantitative analysis or strategy development.
Tailor Your Application: Customize your CV and cover letter to reflect the specific requirements of the role. Use keywords from the job description, such as 'intraday trading', 'backtesting', and 'machine learning', to align your application with what the company is looking for.
How to prepare for a job interview at Anson McCade Pty
✨Showcase Your Technical Skills
Be prepared to discuss your proficiency in programming languages like Python and C++. Highlight specific projects where you've utilized these skills, especially in developing or optimizing trading strategies.
✨Demonstrate Your Quantitative Expertise
Discuss your experience with quantitative research and trading. Provide examples of strategies you've developed that achieved Sharpe ratios above 2, and be ready to explain the methodologies you used.
✨Prepare for Behavioral Questions
Expect questions about team management and leadership, especially if you're applying to build a team. Think of examples from your past experiences where you successfully led a project or managed a team.
✨Understand the Firm's Trading Philosophy
Research the hedge fund's approach to intraday and mid-frequency trading. Be ready to discuss how your strategies align with their goals and how you can contribute to their success in various markets.
