Systematic Portfolio Manager – Multi-Strategy | Verified Track Record | Quant Hedge Fund | London | New York

One of the most respected multi-strategy quant hedge funds globally is adding a Systematic Portfolio Manager to an elite team. The fund is specifically targeting PMs with a demonstrable, risk-adjusted alpha track record across at least one major asset class equity, rates, FX or commodities within a systematic framework.

What Sets This Opportunity Apart:

This is not a speculative hire. The fund has capital to allocate immediately and will move quickly for a PM who can clearly evidence their edge. You will operate as a fully independent portfolio manager within a multi-strategy structure, supported by world-class infrastructure, data and technology.

The Role:

• Manage an allocated systematic portfolio with full discretion over signal, construction and execution decisions

• Develop and own the research pipeline for your strategy: alpha generation, risk and execution

• Deliver consistent, diversifying alpha with a disciplined, repeatable process

• Collaborate with the central quant research and technology platform

• Manage a small team of researchers and developers within your pod

• Regular performance review and research presentation to the CIO and risk committee

Required Profile:

• 6–15 years of systematic investment experience with direct PM or co-PM responsibility

• Verifiable alpha track record: minimum Sharpe of 1.2+ on a meaningful AUM for 2+ years live

• Expertise in one or more of: equity factors, CTA/trend, macro systematic, stat arb or derivatives

• Ability to discuss strategy performance at signal, factor and portfolio construction level

• Advanced quantitative background — PhD strongly preferred

• Experience at a multi-manager platform (Millennium, Citadel, Balyasny, ExodusPoint, Schonfeld or equivalent) is a significant advantage

Compensation:

• Top-of-market compensation: base, P&L share and long-term incentives

• New-money allocation on joining