Portfolio & Asset Allocation Strategy - Quantitative Strategist United Kingdom

Soros Fund Management LLC (SFM) is a global asset manager and family office founded by George Soros in 1970. With $28 billion in assets under management (AUM), SFM serves as the principal asset manager for the Open Society Foundations, one of the world’s largest charitable foundations dedicated to advancing justice, human rights, and democracy. Distinct from other investment platforms, SFM thrives on agility, acting decisively when conviction is high and exercising patience when it’s not. With permanent capital, a select group of major clients, and an unconstrained mandate, we invest opportunistically with a long-term view.

Our teams operate with autonomy, while cross-team collaboration strengthens our conviction and empowers us to capitalize on market dislocations. At SFM, we foster an ownership mindset, encouraging professionals to challenge the status quo, innovate, and take initiative. We prioritize development, enabling team members to push beyond their roles, voice bold ideas, and contribute to our long-term success. This culture of continuous growth and constructive debate fuels innovation and drives efficiencies. Our impact is measured by both the returns we generate and the values we uphold, from environmental stewardship to social responsibility.

The mandate of the Portfolio Construction and Asset Allocation Strategy (PAAS) group is to lead a wide array of initiatives aimed at advancing firm’s portfolio construction and asset allocation decisions (at both the fund and PM level), as well as identifying actionable investment opportunities to further leverage SFM’s intellectual capital and unique competitive advantages.

The ideal candidate is a highly analytical and creative problem-solver with excellent verbal and written communication skills, who enjoys working in a collaborative environment that also promotes individual initiative, innovation, and a smart risk-taking mindset. The role of a Quantitative Strategist is to apply quantitative expertise to solve business problems through a variety of analytical methods. The candidate will be instrumental in identifying new sources of alpha as well as maximizing the monetization of core strategies, having a measurable impact on our business.

• Leverage programming, analytical reasoning, and data analysis skills to construct quantitative models that drive our success across a variety of business decisions.
• Work on alpha generating strategies, tackle complex portfolio construction challenges, and contribute to development of innovative frameworks to guide asset allocation decisions.
• Implement quantitative trading strategies to maximize alpha capture from internal idea generation.
• Partner with the Technology team to design and implement scalable infrastructure solutions.
• Build interactive tools to display analytical findings.
• Integrate SFM and third-party data sets related to historical reference data, factor data, end of day and tick-level data, corporate actions (IPOs, Secondary, M&A, Spin-offs, etc.).
• Apply statistical and Machine Learning methods to solve complex problems.
• Build risk models and P&L attribution for both systematic and fundamental portfolios.
• Maintain and improve existing codebase, ensuring robustness and efficiency.
• Work with central team of Quant engineers to enhance back testing and optimization capabilities.

• Masters or PhD in a technical field.
• 5-10 years development experience within a front office quant team.
• Exceptional Python coding skills with extensive development experience within strategic libraries/frameworks supporting quantitative research.
• Experience with signal research, back testing, and portfolio optimization.
• Strong analytical and problem-solving skills.
• Familiarity with common data science and machine learning tools and libraries.
• Must have a high degree of attention to detail, be able to multitask, complete projects in a timely manner, and work effectively in a fast-paced environment.
• Intellectual curiosity and desire to learn.

In all respects, candidates need to reflect the following SFM core values: Smart risk-taking, Owner’s Mindset, Teamwork, Humility, Integrity.