Systematic Rates Portfolio Manager

Systematic Rates Portfolio Manager

Full-Time 48000 - 72000 £ / year (est.) No home office possible
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At a Glance

  • Tasks: Manage and develop systematic trading strategies in rates markets.
  • Company: Join a leading firm with cutting-edge data resources and execution capabilities.
  • Benefits: Enjoy competitive pay, collaborative culture, and opportunities for professional growth.
  • Why this job: Be at the forefront of finance, using innovative techniques to drive market success.
  • Qualifications: 5+ years in systematic trading; strong quantitative and programming skills required.
  • Other info: Ideal for those passionate about finance and technology, looking to make an impact.

The predicted salary is between 48000 - 72000 £ per year.

The successful candidate will be responsible for developing, implementing, and managing systematic trading strategies focused on rates markets. The role requires a strong background in quantitative research, signal generation, portfolio construction, and execution optimization within global fixed-income markets. The PM will leverage the firm's proprietary infrastructure, extensive data resources, and execution capabilities to enhance portfolio performance.

Key Responsibilities

  • Develop and manage systematic trading strategies in rates markets, including sovereign bonds, interest rate futures, and swaps.
  • Conduct quantitative research to generate alpha signals and improve trading models.
  • Utilize machine learning, statistical models, and econometric techniques to enhance predictive capabilities.
  • Optimize portfolio construction and risk management to maximize risk-adjusted returns.
  • Collaborate with researchers, quants, and technologists to integrate new models and strategies into the trading framework.
  • Engage with execution and infrastructure teams to enhance execution efficiency and reduce market impact.
  • Continuously monitor and refine strategies to adapt to evolving market conditions.

Key Qualifications & Experience

  • 5+ years of experience in a systematic trading role within a hedge fund or prop trading firm.
  • Proven track record of managing a profitable systematic rates trading strategy, with at least $10m in annual pnl.
  • Strong expertise in fixed-income instruments, including government bonds, interest rate derivatives, and swaps.
  • Deep understanding of quantitative finance, econometrics, and statistical modeling.
  • Proficiency in programming languages such as Python, C++, or Java for strategy development and implementation.
  • Experience working with large financial datasets, time-series analysis, and signal generation.
  • Familiarity with high-performance computing environments and distributed computing frameworks.
  • Strong communication skills and ability to collaborate with a multi-disciplinary team of quants, traders, and engineers.

Preferred Qualifications

  • Experience with market microstructure research and execution optimization.
  • Knowledge of central bank policies and macroeconomic factors influencing rates markets.
  • Familiarity with machine learning applications in systematic trading.
  • PhD or Master’s degree in quantitative finance, mathematics, physics, computer science, or related fields.

Systematic Rates Portfolio Manager employer: Point One - Hedge Fund Talent

As a leading firm in the financial sector, we pride ourselves on fostering a dynamic and inclusive work culture that encourages innovation and collaboration. Our employees benefit from access to cutting-edge technology and extensive data resources, enabling them to develop and implement impactful trading strategies in the rates markets. With a strong emphasis on professional growth, we offer tailored development opportunities and a supportive environment that empowers our team members to excel and achieve their career aspirations.
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Contact Detail:

Point One - Hedge Fund Talent Recruiting Team

StudySmarter Expert Advice 🤫

We think this is how you could land Systematic Rates Portfolio Manager

✨Tip Number 1

Make sure to showcase your experience in systematic trading roles, especially if you've managed a profitable rates trading strategy. Highlight specific achievements, such as the annual PnL you've generated, to demonstrate your capability.

✨Tip Number 2

Familiarise yourself with the latest trends in quantitative finance and machine learning applications in trading. Being able to discuss recent developments or techniques can set you apart during interviews.

✨Tip Number 3

Network with professionals in the industry, particularly those who work in systematic trading or fixed-income markets. Engaging in discussions or attending relevant events can provide insights and potentially lead to referrals.

✨Tip Number 4

Prepare to discuss your programming skills in languages like Python, C++, or Java. Be ready to explain how you've used these skills in past roles to develop and implement trading strategies.

We think you need these skills to ace Systematic Rates Portfolio Manager

Quantitative Research
Signal Generation
Portfolio Construction
Execution Optimization
Fixed-Income Instruments Expertise
Statistical Modelling
Econometric Techniques
Machine Learning Proficiency
Programming Skills (Python, C++, Java)
Time-Series Analysis
Risk Management
High-Performance Computing
Distributed Computing Frameworks
Communication Skills
Collaboration with Multi-Disciplinary Teams

Some tips for your application 🫡

Tailor Your CV: Make sure your CV highlights your experience in systematic trading, particularly in rates markets. Emphasise your quantitative research skills and any successful strategies you've managed, especially those with significant annual PnL.

Craft a Strong Cover Letter: In your cover letter, explain why you're passionate about systematic trading and how your background aligns with the role. Mention specific experiences that demonstrate your expertise in fixed-income instruments and quantitative finance.

Showcase Technical Skills: Clearly outline your programming skills in languages like Python, C++, or Java. Provide examples of how you've used these skills in developing trading strategies or working with large datasets.

Highlight Collaboration Experience: Since the role involves working with a multi-disciplinary team, include examples of past collaborations with quants, traders, or technologists. This will show your ability to work effectively in a team environment.

How to prepare for a job interview at Point One - Hedge Fund Talent

✨Showcase Your Quantitative Skills

Be prepared to discuss your experience with quantitative research and how you've applied statistical models in previous roles. Highlight specific projects where you generated alpha signals or improved trading models, as this will demonstrate your expertise in systematic trading.

✨Demonstrate Programming Proficiency

Since programming is crucial for this role, make sure to mention your proficiency in languages like Python, C++, or Java. You might even want to prepare a brief example of a project where you used these skills to develop or implement a trading strategy.

✨Understand Market Dynamics

Familiarise yourself with current trends in the rates markets, including central bank policies and macroeconomic factors. Being able to discuss how these elements influence trading strategies will show that you are not only technically skilled but also aware of the broader market context.

✨Collaborative Mindset

This role requires collaboration with various teams, so be ready to share examples of how you've worked effectively with quants, traders, and technologists in the past. Emphasising your communication skills and teamwork will help convey that you're a good fit for their multi-disciplinary environment.

Systematic Rates Portfolio Manager
Point One - Hedge Fund Talent
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