A leading global hedge fund is looking to hire an accomplished Quant Macro Portfolio Manager to build and manage systematic strategies across global macro markets.
The role offers significant autonomy to research, develop and deploy quantitative strategies across rates, FX, fixed income and broader macro markets, with responsibility for portfolio construction, position sizing and risk management. Strategies may span directional, relative-value, cross-asset and medium-frequency systematic approaches.
Candidates should bring a proven live track record of alpha generation, a robust and repeatable research process, and a strong understanding of how systematic strategies behave across different market regimes. We are open to established Portfolio Managers as well as exceptional senior researchers or traders ready to assume direct ownership of a portfolio.
The platform provides substantial capital, institutional infrastructure and access to world-class research, technology and execution resources.
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