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- Tasks: Develop and implement systematic equity strategies while managing risk.
- Company: Established London-based hedge fund with a focus on innovation.
- Benefits: Competitive salary, dynamic work environment, and opportunities for professional growth.
- Why this job: Collaborate directly with the founder and make impactful decisions in finance.
- Qualifications: Experience in equity markets and strong quantitative skills required.
- Other info: Ideal for those passionate about finance and looking to shape investment strategies.
The predicted salary is between 72000 - 108000 £ per year.
Job Description
We are working with an established London-based hedge fund seeking a Quantitative Portfolio Manager to work directly with the founder in managing risk on their largest book.
The fund currently combines discretionary and quantitative approaches and is looking for someone with experience in building and implementing systematic equity strategies. The role will focus on enhancing signal-driven risk-taking and developing scalable frameworks that integrate macro and factor-based insights.
Key Responsibilities
- Collaborate with the founder to develop and refine quantitative frameworks for signal generation, portfolio construction, and risk management.
- Design and implement equity signals, particularly those linked to macro themes, risk factors, and thematic baskets.
- Contribute to the systematisation of discretionary processes into rules-based, market-neutral strategies.
- Build tools and infrastructure to support ongoing signal research and strategy development.
Candidate Requirements:
- Direct experience taking risk in equity markets as a Portfolio Manager, Sub-PM, or Trader.
- Track record in signal design, factor rotation, or theme replication.
- Strong quantitative skills, with the ability to build and implement strategies from end to end.
- Understanding of macro markets and how they relate to equity factor exposures.
- Programming and data analysis skills (e.g. Python, R).
- Prior experience at a systematic or quanta mental equity fund is preferred.
This is a London-based position, and applicants should ideally have the right to work in the UK.
Quantitative Portfolio Manager - Systematic Equities | London employer: Octavius Finance
Contact Detail:
Octavius Finance Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Portfolio Manager - Systematic Equities | London
✨Tip Number 1
Network like a pro! Reach out to industry contacts, attend finance meetups, and engage in online forums. The more people you know, the better your chances of landing that Quantitative Portfolio Manager role.
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your quantitative strategies and signal designs. This will give potential employers a taste of what you can bring to the table, especially in systematic equities.
✨Tip Number 3
Prepare for interviews by brushing up on macro markets and factor exposures. Be ready to discuss how your experience aligns with the fund's approach to risk management and signal generation.
✨Tip Number 4
Don't forget to apply through our website! We make it easy for you to connect with opportunities that match your skills and aspirations. Plus, it shows you're serious about joining our team!
We think you need these skills to ace Quantitative Portfolio Manager - Systematic Equities | London
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to the role of Quantitative Portfolio Manager. Highlight your experience in building systematic equity strategies and any relevant quantitative skills. We want to see how your background aligns with our needs!
Craft a Compelling Cover Letter: Your cover letter should tell us why you're the perfect fit for this role. Share specific examples of your past work in risk management and signal generation. We love seeing your personality shine through, so don’t hold back!
Showcase Your Technical Skills: Since programming and data analysis are key for this position, make sure to mention your proficiency in languages like Python or R. We’re keen to know how you’ve used these skills in previous roles to develop scalable frameworks.
Apply Through Our Website: We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures you’re considered for the role. Plus, it shows us you’re serious about joining our team!
How to prepare for a job interview at Octavius Finance
✨Know Your Numbers
Make sure you brush up on your quantitative skills before the interview. Be ready to discuss specific metrics and strategies you've implemented in the past. This role is all about numbers, so showing that you can talk confidently about your experience with signal design and risk management will impress.
✨Understand the Macro Landscape
Since the role involves integrating macro insights into equity strategies, it’s crucial to have a solid grasp of current macroeconomic trends. Prepare to discuss how these trends influence equity markets and be ready to share your thoughts on potential future developments.
✨Showcase Your Programming Skills
As programming is key for this position, be prepared to demonstrate your proficiency in languages like Python or R. You might be asked to solve a problem on the spot, so practice coding challenges related to data analysis and strategy implementation beforehand.
✨Collaborative Mindset
This role involves working closely with the founder, so highlight your collaborative experiences. Share examples of how you've successfully worked in teams to develop and refine strategies. Emphasising your ability to communicate complex ideas clearly will show that you're a great fit for their dynamic environment.
