At a Glance
- Tasks: Join a global team to build trading algorithms and generate alpha in various markets.
- Company: Be part of a close-knit, politics-free team with strong growth potential.
- Benefits: Enjoy competitive salary, bonuses, and a range of great benefits.
- Why this job: Work with reputable leaders and develop your skills in a dynamic environment.
- Qualifications: Master/Ph.D. in a quantitative field; strong mathematical and coding skills required.
- Other info: Opportunities available in major cities worldwide including NYC, London, and Singapore.
The predicted salary is between 43200 - 72000 £ per year.
Job Description
This is for someone with experience in either Future, Fixed Income, Credit, Equities, FX, or relative-value arbitrage. This position is global (Depending on approval) WE ARE ALSO LOOKING FOR ALPHA GENERATORS WHO WANT TO BE INDEPENDENT AND WANT TO BUILD THEIR FUND (GLOBAL)
Culture
No politics, a close-knit team with great growth potential. You will work with a great reputable leader and learn tremendously.
Requirements:
- Build trading algorithms
- FX, Credit, Futures, Bonds, commodities, experience
- Create high-quality predictive signals
- From 15mil+ PNL
- leveraging your existing experience, signals, and models
- Withholding periods from hours to weeks
- Performance-based contribution where pay-outs depend on the quality and success of the signals provided
- Proven track record in delivering successful systematic, fundamental or discretionary strategies: creative models with realised Sharpe Ratios > 1.5
- Fundamentals on how markets are priced
- Generating Alpha
- Positive passed or current track record
- Strong mathematical skills
- Development and implementation of models used for pricing and risk management, including PL Explain and capital charge Tools.
- Development and implementation of models used for pricing and risk management, including PL Explain and capital charge Tools.
- Supporting desk strategists by providing them with quantitative tools
- Strong technical skills with experience in a quantitative analysis team (coding C++/C#/python, modeling, systems)
- Strong communication skills
- Proactive in the promotion of new ideas
- Development and implementation of models used for pricing and risk management
Essential
Top educational background, Master/Ph.D. in a quantitative subject (e.g. Maths, Physics, Computer Science)
Location: NYC + Paris + London + Singapore + Japan + Abu Dhabi + China + Swizerland
Salary: Competitive + Bonus and great amounts of benefits
REFER A FRIEND/ COLLEAGUE
If you're interested in this opportunity, please forward your CV ASAP. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob – call +44 (0)203 603 4474 or shanaz.rob@srinvestmentpartners.com for more details.
Portfolio Manager employer: S.R Investment Partners
Contact Detail:
S.R Investment Partners Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Portfolio Manager
✨Tip Number 1
Make sure to showcase your experience in building trading algorithms and generating alpha. Highlight specific examples where you've successfully implemented strategies that resulted in significant PNL.
✨Tip Number 2
Emphasize your strong mathematical skills and any relevant quantitative analysis experience. Be prepared to discuss how you've used these skills in previous roles to develop models for pricing and risk management.
✨Tip Number 3
Network with professionals in the industry, especially those who have experience in FX, Credit, or Equities. Engaging with them can provide insights into the role and potentially lead to referrals.
✨Tip Number 4
Stay updated on market trends and developments in quantitative finance. Being knowledgeable about current events can help you stand out during discussions and interviews, showing your passion for the field.
We think you need these skills to ace Portfolio Manager
Some tips for your application 🫡
Highlight Relevant Experience: Make sure to emphasize your experience in Futures, Fixed Income, Credit, Equities, FX, or relative-value arbitrage. Use specific examples of your past roles and achievements that align with the job requirements.
Showcase Your Skills: Clearly outline your strong mathematical skills and technical abilities, especially in coding languages like C++, C#, or Python. Mention any relevant projects or models you've developed for pricing and risk management.
Demonstrate Your Track Record: Provide evidence of your successful strategies and performance metrics, such as Sharpe Ratios greater than 1.5. Include any quantifiable results from your previous roles to strengthen your application.
Craft a Compelling Cover Letter: Write a cover letter that reflects your passion for generating alpha and your desire to build a fund. Discuss how your proactive approach and innovative ideas can contribute to the company's success.
How to prepare for a job interview at S.R Investment Partners
✨Showcase Your Quantitative Skills
Make sure to highlight your strong mathematical and technical skills during the interview. Be prepared to discuss your experience with coding in C++, C#, or Python, and how you've applied these skills in developing trading algorithms or models.
✨Demonstrate Your Track Record
Be ready to present your past successes in generating alpha and delivering systematic or discretionary strategies. Use specific examples that showcase your ability to create high-quality predictive signals and your understanding of market pricing fundamentals.
✨Emphasize Independence and Creativity
Since the role seeks alpha generators who want to build their fund, express your desire for independence and your creative approach to trading. Discuss any innovative models or strategies you've developed that have led to successful outcomes.
✨Prepare for Technical Questions
Expect technical questions related to risk management, PL Explain, and capital charge tools. Brush up on these concepts and be ready to explain how you've implemented them in your previous roles, as this will demonstrate your depth of knowledge in quantitative analysis.