Jobs

Quant Portfolio Manager


Job details
  • Fortis Recruitment
  • London
  • 2 days ago

I’m working with a global multi-strat, multi-manager Hedge Fund in the search for a Quant Portfolio Manager to join the firm in London


The ideal candidate will focus on orthogonal strategies characterized by low scalability and high Sharpe ratios. This role is perfect for a highly analytical and innovative individual with a proven track record in quantitative trading.


Role and Responsibilities:


  • Design, develop, and implement orthogonal trading strategies that are low in scalability but deliver high Sharpe ratios. These may include, but are not limited to, statistical arbitrage, market microstructure, factor investing, trend following, Algo trading etc
  • Actively manage and optimize a portfolio of quantitative strategies, ensuring consistent performance and risk management.
  • Conduct in-depth research and quantitative analysis to identify and exploit market inefficiencies. Utilize advanced mathematical models and statistical techniques.
  • Continuously monitor strategy performance, risk metrics, and market conditions to ensure optimal performance and adapt strategies as needed.
  • Work closely with other portfolio managers, researchers, and the technology team to enhance trading infrastructure and strategy implementation.


Skills and Qualifications:


  • Advanced degree (PhD, MSc) in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
  • Minimum of 5 years of experience as a Quant PM / Trader or a similar role within a hedge fund or proprietary trading firm.
  • Demonstrable track record of managing successful orthogonal strategies with low scalability and high Sharpe ratios.
  • Proficiency in programming languages such as Python, R, C++, or Java. Experience with statistical and machine learning techniques.


Preferred Qualifications:


  • Experience with alternative data sources and innovative data analysis techniques.
  • Familiarity with high-frequency trading (HFT) and market microstructure, factor investing, statistical arbitrage, mean reversion, trend following or similar.
  • Proven ability to work in a collaborative, fast-paced environment.


The offer:


  • Competitive compensation package, including performance-based incentives.
  • Professional development opportunities and a culture of continuous learning
  • Join a firm at the forefront of quant strategies

Sign up for our newsletter

The latest news, articles, and resources, sent to your inbox weekly.

Similar Jobs

Quant Portfolio Manager

I’m working with a global multi-strat, multi-manager Hedge Fund in the search for a Quant Portfolio Manager to join the firm in LondonThe ideal candidate will focus on orthogonal strategies characterized by low scalability and high Sharpe ratios. This role is perfect for a highly analytical and innovative individual with...

Fortis Recruitment London

Quantitative Developer

We are partnered with a market-leading Quantitative investment firm that is looking for a Quantitative Developer in the Equities space to join a small, fast-paced team comprised of a Portfolio Manager, Quant researcher, and Software Engineer.The information below covers the role requirements, expected candidate experience, and accompanying qualifications.Day to Day:Work...

Levy Search London

Quantitative Developer

We are partnered with a market-leading Quantitative investment firm that is looking for a Quantitative Developer in the Equities space to join a small, fast-paced team comprised of a Portfolio Manager, Quant researcher, and Software Engineer. Day to Day:Work closely with the Portfolio Manager to create data engineering and prediction...

Levy Search

Quant Developer (Python or C++ and Machine Learning)

We are seeking an exceptionally talented Quantitative Developer to join a growing, high-performing systematic investment team in London. This is a unique opportunity to be part of a small, collaborative, and entrepreneurial group focused on building critical trading infrastructure in the fast-paced world of systematic equities trading.This role is ideal...

Caspian One London

Quant Developer (Python or C++ and Machine Learning)

We are seeking an exceptionally talented Quantitative Developer to join a growing, high-performing systematic investment team in London. This is a unique opportunity to be part of a small, collaborative, and entrepreneurial group focused on building critical trading infrastructure in the fast-paced world of systematic equities trading.Make sure to apply...

CASPIAN ONE London

Quant Developer

Posted bySenior Recruitment ConsultantOur client, who are managing over $42bn in AUM, are building out a brand new Systematic Team to which the Portfolio Manager is looking for a highly talented Quantitative Developer to help build out their new business from scratch. This highly sought after opportunity, will consist of...

ParagonAlpha London