Portfolio Manager - Quant Macro

Portfolio Manager – Quant Macro

Location: London

Join a pioneering investment firm at the forefront of data-driven, empirical macro trading. Renowned for its top-tier execution capabilities, large-scale risk allocation, and access to novel datasets, our client offers an unparalleled platform for creating high-Sharpe alpha.

We are seeking a Quant Macro, Portfolio Manager who thrives on rigorous quantitative research and possesses the ingenuity to translate big data insights into profitable global macro strategies.

Role Summary

In this role, you will develop and implement empirically-driven global macro trading models, leveraging advanced statistical techniques and computational methods to capitalize on market inefficiencies.

Key Responsibilities

1. Strategy Development:

• Design and deploy systematic macro trading strategies rooted in empirical research, that are uncorrelated to traditional economic theories .
• Incorporate novel datasets and advanced analytics, integrating machine learning and quantitative frameworks to identify alpha opportunities across FX, rates, commodities, and equity indices and options .

2. Alpha Research & Risk Management:

• Employ data-driven methods (e.g., time-series analysis, factor modeling, machine learning) to uncover actionable signals and refine predictive models.
• Manage a large-scale risk allocation to maximize alpha capture, while strictly controlling drawdowns and tail risks.

3. Collaboration & Leadership:

• Recruit, mentor and grow a pod of quant researchers and quant developers to share insights, enhance research infrastructure, and streamline model deployment.
• Monitor and refine strategy performance in real-time, aiming for high Sharpe (2-3) returns through robust, data-centric methodologies.

Ideal Candidate Profile

• Quantitative Expertise: PhD or Master’s in a STEM field (e.g., Math, Physics, Statistics, Computer Science), with a deep focus on modeling and data analysis.
• Stand Alone Track Record: Demonstrated success in s ystematic macro, fixed income or multi-asset strategies, showcasing consistent alpha generation and effective drawdown management.
• Technical Skills: Proficient in Python, C++, or similar, with experience integrating ML techniques and large-scale data processing into live trading models.
• Innovative Mindset: Strong appetite for exploring unconventional data sets , alternative signals, and advanced statistical methodologies to drive alpha generation.

Application Process

If you are driven by data-centric research , novel insights , and extracting high-Sharpe alpha within macro trading, we invite you to join a firm that empowers creative quant PMs to excel.

Click – Apply now to push the boundaries of systematic macro investing and shape the future of quantitative investing.

For any off-record enquiries email: tmorapedi@onyxalpha.io