Portfolio Manager in London

A leading global multi-manager platform is seeking an experienced Systematic Rates Sub-Portfolio Manager to join its expanding macro and fixed income business in London. The team operates within a highly collaborative, data-driven environment, backed by institutional infrastructure and robust capital allocation.

This is an opportunity for a proven systematic rates specialist to take ownership of their strategy within a well-capitalized platform offering full operational and research support.

Key Responsibilities:

Manage and scale systematic rates strategies across global developed and emerging markets.

Lead alpha research, signal design, and portfolio construction within a well-defined risk and capital framework.

Partner with technology and quant engineering teams to refine research infrastructure and production systems.

Contribute to cross-asset collaboration with other systematic and macro portfolio teams.

Requirements:

Demonstrated track record managing over $200m in systematic rates strategies.

Deep expertise across sovereign yield curves, swaps, bonds, futures, and relative value modeling.

Strong background in alpha research, portfolio optimization, and execution cost modeling.

Proficiency in Python and/or C++, with hands-on experience developing research and production code.

Excellent understanding of signal capacity, turnover dynamics, and market microstructure.

Strong communication skills and a collaborative mindset.

The successful candidate will have the autonomy to run their own book within a scalable global platform offering competitive payouts, deep data resources, and institutional-grade support.

If you have a demonstrable record of systematic performance and are exploring your next step within a top-tier multi-manager environment, we\’d like to hear from you.

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