Portfolio Manager – Systematic Macro & Cross-Asset | Global Asset Manager | London

The Opportunity

A globally recognised asset manager with a fast-growing systematic investment division is seeking a Portfolio Manager to lead a systematic macro and cross-asset strategy. The firm manages multi-billion assets across discretionary and systematic programmes, and this role represents a rare opportunity to build and run a flagship systematic macro book within an institutional framework with strong infrastructure support.

The Role

As PM, you will design and manage a systematic macro portfolio spanning rates, FX and commodities, working in close partnership with a dedicated quant research team. You will have full ownership of the investment process, strategy roadmap and risk parameters.

• Construct and manage a systematic macro / cross-asset portfolio
• Define and evolve the alpha generation framework for the strategy
• Partner with quant researchers and data scientists on signal and model development
• Engage with senior leadership on capacity, capital allocation and strategy growth
• Represent the strategy in investor-facing and internal forums

Candidate Profile

• Background as a PM, senior researcher or systematic trader in systematic macro, CTA or cross-asset strategies
• Strong grasp of rates, FX and commodities markets from a systematic perspective
• Quantitative foundation — degree in mathematics, physics, engineering or similar
• Experience managing live portfolios or contributing directly to PM-level decisions
• Excellent communication skills for institutional and investor audiences

Compensation

Highly competitive base salary, performance bonus and long-term incentive scheme commensurate with seniority.