Quantitative Portfolio Manager
Quantitative Portfolio Manager

Quantitative Portfolio Manager

London Full-Time 43200 - 72000 £ / year (est.) No home office possible
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At a Glance

  • Tasks: Join a high-performance investment team as a Quantitative Portfolio Manager, focusing on innovative trading strategies.
  • Company: Fortis Alpha partners with a leading global hedge fund at the cutting edge of financial innovation.
  • Benefits: Enjoy industry-leading payouts, relocation assistance, and a robust platform for research and strategy deployment.
  • Why this job: This role offers autonomy, collaboration, and the chance to drive sustainable alpha in a dynamic environment.
  • Qualifications: Proven PnL of $5 million+, strong programming skills, and expertise in systematic trading strategies required.
  • Other info: Ideal for those passionate about innovation and excellence in a research-intensive setting.

The predicted salary is between 43200 - 72000 £ per year.

Fortis Alpha are working with a global quantitative and systematic hedge fund, operating at the forefront of financial innovation.

The Opportunity

We are seeking exceptional Quantitative Portfolio Managers to join this firm’s high-performance investment team. We are open to talking to PMs with the following strats:

  • Equities: Low, mid, or high-frequency equity trading strategies across global markets, including single-name equities and equity indices.
  • Volatility: Options and volatility arbitrage strategies using systematic
  • Futures/Options: Derivative strategies across commodities, equity indices, or fixed income.
  • Rates: Systematic trading in interest rates, bonds, or fixed-income instruments.
  • Crypto: Quantitative strategies applied to cryptocurrencies and digital assets, leveraging arbitrage, trend-following, or mean-reversion.

Skills and Qualifications:

  • Demonstrated PnL of $5 million or more over the 3 years +
  • Sharpe Ratio of 1.5 or higher in relevant strategies.
  • Experience developing and deploying systematic trading strategies.
  • Robust backtesting, risk management, and alpha generation skills.
  • Proficiency in one or more programming languages (Python, C++, R, etc.).

Product Knowledge:

  • Deep expertise in one or more asset classes
  • Familiarity with global markets and trading infrastructure.
  • Advanced knowledge of mathematics, statistics, or machine learning.
  • Understanding of market microstructure and execution optimization.
  • Willingness to contribute to a culture of innovation and shared success.

The Offer:

  • Access to state-of-the-art infrastructure, world-class data sets, and industry-leading research tools.
  • A robust platform for quantitative research and strategy deployment, empowering PMs to focus on alpha generation.
  • Global Reach and Cross-Asset Opportunities:
  • Strong emphasis on research sharing to foster innovation and drive returns.
  • Industry-leading payouts
  • Relocation assistance, profit-sharing schemes, and bespoke bonuses.
  • High degree of autonomy in strategy development and implementation.
  • Opportunity to expand AUM under management based on proven success.
  • Continuous investment in research, data, and infrastructure

PMs will thrive here if:

  • Driven by innovation and excellence.
  • Comfortable working in a research-intensive and entrepreneurial environment.
  • Collaborative
  • Focused on achieving long-term, sustainable alpha while managing risk effectively.

Quantitative Portfolio Manager employer: Fortis Recruitment

Fortis Alpha is an exceptional employer for Quantitative Portfolio Managers, offering a dynamic and innovative work environment at the forefront of financial technology. With access to state-of-the-art infrastructure and industry-leading research tools, employees are empowered to focus on alpha generation while enjoying competitive payouts and profit-sharing schemes. The company's strong emphasis on collaboration and continuous investment in research fosters a culture of shared success, making it an ideal place for professionals seeking meaningful growth and impactful contributions in the global financial markets.
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Contact Detail:

Fortis Recruitment Recruiting Team

StudySmarter Expert Advice 🤫

We think this is how you could land Quantitative Portfolio Manager

✨Tip Number 1

Make sure to showcase your proven track record of generating significant PnL in your previous roles. Highlight specific strategies you've successfully implemented and the results achieved, as this will resonate with the firm's focus on performance.

✨Tip Number 2

Demonstrate your proficiency in programming languages relevant to quantitative trading. If you have experience with Python, C++, or R, be prepared to discuss how you've used these skills to develop and deploy systematic trading strategies.

✨Tip Number 3

Familiarize yourself with the latest trends in quantitative finance, especially in areas like crypto and volatility trading. Being able to discuss current market conditions and innovative strategies will show that you're engaged and knowledgeable.

✨Tip Number 4

Emphasize your collaborative mindset and willingness to contribute to a culture of innovation. Share examples of how you've worked with teams to drive research and strategy development, as this aligns with the firm's values.

We think you need these skills to ace Quantitative Portfolio Manager

Quantitative Analysis
Systematic Trading Strategies
Risk Management
Backtesting
Alpha Generation
Programming Proficiency (Python, C++, R)
Mathematics and Statistics
Machine Learning
Market Microstructure Understanding
Execution Optimization
Equity Trading Strategies
Volatility Arbitrage
Futures and Options Trading
Crypto Trading Strategies
Collaboration Skills
Innovation Mindset

Some tips for your application 🫡

Highlight Your Experience: Make sure to clearly outline your demonstrated PnL achievements and relevant Sharpe Ratios in your CV. This is crucial for showcasing your success in quantitative portfolio management.

Showcase Technical Skills: Emphasize your proficiency in programming languages such as Python, C++, or R. Include specific examples of how you've developed and deployed systematic trading strategies.

Demonstrate Product Knowledge: Discuss your deep expertise in asset classes and familiarity with global markets. Highlight any experience you have with market microstructure and execution optimization.

Express Your Fit: Convey your willingness to contribute to a culture of innovation and shared success. Mention your comfort in a research-intensive environment and your focus on achieving sustainable alpha while managing risk.

How to prepare for a job interview at Fortis Recruitment

✨Showcase Your PnL Achievements

Be prepared to discuss your past performance in detail, especially any PnL achievements of $5 million or more over the last three years. Highlight specific strategies that contributed to this success and how you managed risk.

✨Demonstrate Technical Proficiency

Make sure to highlight your programming skills, particularly in languages like Python, C++, or R. Be ready to discuss how you've used these skills to develop and deploy systematic trading strategies.

✨Discuss Your Market Knowledge

Show your deep expertise in one or more asset classes and your familiarity with global markets. Discuss any relevant experiences that demonstrate your understanding of market microstructure and execution optimization.

✨Emphasize Collaboration and Innovation

Since the firm values a culture of innovation and shared success, be prepared to share examples of how you've collaborated with others in a research-intensive environment. Discuss how you contribute to fostering innovation while focusing on sustainable alpha generation.

Quantitative Portfolio Manager
Fortis Recruitment
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  • Quantitative Portfolio Manager

    London
    Full-Time
    43200 - 72000 £ / year (est.)

    Application deadline: 2027-02-02

  • F

    Fortis Recruitment

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