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- Tasks: Lead the design and management of innovative quantitative trading strategies in rates markets.
- Company: Join a world-leading trading firm at the forefront of global fixed income innovation.
- Benefits: Enjoy a dynamic work environment with access to top-tier data and execution capabilities.
- Why this job: Be part of an elite quant team driving impactful trading strategies and market innovation.
- Qualifications: 5+ years in systematic PM or senior quant roles, expertise in fixed income, proficient in Python and C++.
- Other info: Ideal for those ready to elevate their career in a fast-paced, high-stakes environment.
The predicted salary is between 48000 - 72000 £ per year.
CW Talent Solutions is partnering with a world leading trading firm to identify a high-calibre Portfolio Manager specializing in systematic rates strategies. Based in London, this role offers a unique opportunity to be part of an elite quant trading team at the forefront of innovation in global fixed income markets.
The Role:
We are seeking an experienced Systematic Rates Portfolio Manager to lead the design, implementation, and management of quantitative trading strategies in rates markets. This individual will leverage the firm’s world class infrastructure, data access, and execution capabilities to drive alpha in sovereign bonds, futures, and swaps.
Key Responsibilities:
- Develop and manage systematic strategies across rates markets including bonds, interest rate futures, and swaps
- Conduct alpha research using statistical models, machine learning, and econometrics
- Enhance portfolio construction and risk frameworks to improve performance consistency
- Optimize execution with support from specialized internal teams
- Collaborate closely with researchers, engineers, and global trading desks to bring ideas from concept to production
- Monitor live trading strategies and adapt to evolving market dynamics
Preferred Experience:
- Minimum 5 years in a systematic PM or senior quant role within a hedge fund or proprietary trading firm
- Proven track record of managing a successful and scalable systematic rates strategy, generating $10M+ in annual PnL
- Deep expertise in fixed income products, including interest rate swaps, sovereign bonds, and futures
- Proficient in Python and C++
- Strong foundation in quantitative methods, financial econometrics, and alpha signal generation
- Experience working with high volume financial data and advanced computing environments
- Familiarity with operating under a robust and disciplined risk management framework
- Ownership of intellectual property from previous roles is preferred but not essential
- Not suitable for candidates with a background primarily in long-only or passive investing
Why Choose Us? We specialize in connecting the world’s top quantitative talent with firms pushing the boundaries of trading and finance. If you’re ready for that next step in your career, get in touch with us directly.
Portfolio Manager (Systematic Rates) employer: CW Talent Solutions
Contact Detail:
CW Talent Solutions Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Portfolio Manager (Systematic Rates)
✨Tip Number 1
Network with professionals in the quantitative trading space. Attend industry conferences, webinars, or local meetups to connect with others who work in systematic rates. Building relationships can often lead to job opportunities that aren't publicly advertised.
✨Tip Number 2
Stay updated on the latest trends and developments in fixed income markets. Follow relevant financial news, research papers, and market analysis to demonstrate your knowledge during interviews. This will show your passion and commitment to the field.
✨Tip Number 3
Engage with online communities and forums focused on quantitative finance and systematic trading. Platforms like LinkedIn, GitHub, or specialised finance forums can be great places to share insights, ask questions, and showcase your expertise.
✨Tip Number 4
Consider creating a portfolio of your quantitative strategies or research projects. This could include backtesting results or innovative models you've developed. Presenting tangible evidence of your skills can set you apart from other candidates.
We think you need these skills to ace Portfolio Manager (Systematic Rates)
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience in systematic portfolio management and quantitative trading. Emphasise your track record of generating significant PnL and your expertise in fixed income products.
Craft a Compelling Cover Letter: Write a cover letter that showcases your passion for systematic rates strategies. Discuss specific projects or achievements that demonstrate your ability to develop and manage successful trading strategies.
Highlight Technical Skills: Clearly outline your proficiency in Python and C++. Mention any relevant experience with statistical models, machine learning, and econometrics, as these are crucial for the role.
Showcase Collaboration Experience: Include examples of how you've collaborated with researchers, engineers, and trading desks in previous roles. This will demonstrate your ability to work effectively within a team to bring ideas to production.
How to prepare for a job interview at CW Talent Solutions
✨Showcase Your Quantitative Skills
Be prepared to discuss your experience with quantitative methods and how you've applied them in previous roles. Highlight specific examples of successful systematic strategies you've developed, especially those that generated significant PnL.
✨Demonstrate Your Knowledge of Fixed Income Products
Make sure you can speak confidently about various fixed income products, including interest rate swaps, sovereign bonds, and futures. Understanding the nuances of these instruments will show your depth of expertise in the field.
✨Prepare for Technical Questions
Expect technical questions related to Python and C++. Brush up on your coding skills and be ready to solve problems or explain your thought process during the interview. This will demonstrate your proficiency and ability to work with high-volume financial data.
✨Discuss Risk Management Frameworks
Since the role involves operating under a disciplined risk management framework, be ready to discuss your approach to risk management. Share examples of how you've enhanced portfolio construction and adapted strategies to changing market conditions.
