We are hiring a Quantitative Portfolio Manager – Equities for leading global hedge funds and multi-strategy platforms. This role focuses on building, managing, and scaling systematic equity strategies, with full ownership of research, portfolio construction, and risk management.
Key Responsibilities
- Manage a systematic equities portfolio with full PnL accountability
- Design and deploy quantitative equity strategies (stat arb, factor, market-neutral, long/short)
- Oversee signal research, portfolio construction, and execution
- Work closely with quantitative researchers and developers to scale strategies
Requirements
- Proven track record as a quantitative PM or senior researcher in equities
- Strong background in statistics, portfolio construction, and risk management
- Advanced Python (and/or C++) skills
- Experience trading systematic equity strategies in live markets
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