Quantitative Portfolio Manager

OK

Job listing

• Quantitative Finance

A hedge fund in London with significant AUM is looking to build a fully systematic trading business. They are going to be trading a multi asset class portfolio and are looking to bring in senior individuals in a Portfolio Manager capacity to drive the research and trading. Applicants must have experience of running their own strategies with a successful track record of live performance. The preference is for candidates that have been running mid frequency strategies with holding periods from hours to weeks.

This is a rare opportunity to join a project like this at an early stage and play a central role in the growth of this new area of the business. They are looking for a senior individual with relevant direct experience.

Requirements

• Must have been researching and trading fully systematic strategies (Equities, Fixed Income or Commodities)
• Strong technical skills and programming competency
• Led research teams
• Been involved in whole lifecycle of systematic trading from idea generation through to implementation