Sub-Portfolio Manager - Systematic Strategies
Permanent
Portfolio Management
London, New York
One of our clients at Paragon Alpha – Hedge Fund Talent Business – a leading multi-strategy hedge fund, is seeking a talented Sub-Portfolio Manager to join their Systematic Strategies team. The ideal candidate will have a proven track record in systematic trading, with a strong focus on developing and managing quantitative strategies across multiple asset classes, such as equities, commodities, fixed income, and FX. This role involves working closely with senior portfolio managers to design, implement, and refine algorithmic trading models, using cutting-edge technology and data-driven insights. The candidate should have strong expertise in alpha generation, risk management, and a deep understanding of market microstructure. If you have experience in running a systematic book and want to advance your career in a collaborative, high-performance environment, this could be a key opportunity to join a top hedge fund.
Requirements:
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Experience in Systematic Trading: 5+ years of experience in quantitative/systematic trading within a hedge fund, proprietary trading firm, or asset management company.
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Expertise in Algorithmic Strategies: Proven ability to develop, backtest, and execute systematic trading strategies across multiple asset classes such as equities, commodities, fixed income, and FX.
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Quantitative Research Skills: Strong background in quantitative research, including experience with statistical models, machine learning, or artificial intelligence applied to financial markets.
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Programming and Technical Skills: Proficiency in programming languages such as Python, C++, or R, with experience in working with large datasets and high-frequency data.
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Risk Management: Demonstrated ability to manage portfolio risk, with a focus on maintaining a robust risk-adjusted performance and adhering to pre-defined risk limits.
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Experience with Market Microstructure: Deep understanding of market dynamics, execution algorithms, and trading systems to optimize trade execution and minimize market impact.
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Collaborative Mindset: Ability to work closely with senior portfolio managers, quants, and technology teams to drive performance and innovation.
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Advanced Degree: A Master’s or PhD in Mathematics, Statistics, Financial Engineering, or a related quantitative field is preferred.
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Track Record of Alpha Generation: Demonstrated history of developing successful strategies with a strong performance record.
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