Quant Portfolio Manager – Systematic Equities
Permanent
Portfolio Management
London, New York, Hong Kong, Singapore, Dubai, Dubai
Our client, one of the world’s leading multi-strategy hedge funds, is seeking exceptional talent to join their global investment team.
This is a rare opportunity to run capital at scale within a highly sophisticated platform, working alongside some of the brightest minds in quantitative finance.
We are looking to connect with Quantitative Portfolio Managers with a proven track record in Systematic Equities. The role offers autonomy to develop and run strategies, while benefiting from world-class infrastructure, technology, and risk management.
Key responsibilities
- Research, design, and manage systematic equity strategies across global markets.
- Develop and implement alpha signals, factors, and models with scalability in mind.
- Manage a portfolio within defined risk, capital, and drawdown limits.
- Leverage alternative datasets and collaborate with data scientists/engineers to enhance signal discovery and execution efficiency.
- Continuously refine strategies to deliver sustainable, repeatable alpha.
Ideal profile
- Demonstrable track record of profitable systematic equity strategies (stat arb, factor-based, machine learning-driven, or similar).
- Experience managing risk-adjusted portfolios in a hedge fund.
- Strong research and programming skills (Python, C++, or similar).
- Advanced degree in a quantitative discipline (Math, Stats, CS, Engineering, Physics).
- Deep understanding of equity markets and trading microstructure.
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