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Quantitative Portfolio Manager

Anson McCade
London
6 months ago
Applications closed

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Applied AI ML Lead - Senior Machine Learning Engineer - Commercial and Investment Bank

Director, Artificial Intelligence responsible for driving the strategic development, deployment, and scaling of AI capabilities across the organization and building Centre of Excellence ground up.

Head of Data Science Lab (DSL)

Intraday/Mid Frequency Portfolio Manager - Systematic Strategies


My client is a multi-manager hedge fund which covers intraday and mid-frequency trading strategies across cash and derivatives markets. The firm is currently looking for PMs trading intraday/mid frequency strategies in Equities or Futures markets to set up their own team in Chicago, New York, London or Paris.


They are looking for Quant PMs/Traders with a track record of researching, deploying and managing strategies with Sharpe ratios above 2 to set up teams in return for a significant risk allocation with strong guaranteed compensation, and PnL % payouts once trading goes live.


Successful candidates will have experience with statistical analysis/machine learning, and will be skilled in programming languages such as Python and C++, and have their own track record of researching and deploying profitable strategies.


The Role:


  • Building a team of Quant Researchers and Traders or building out as a standalone PM.
  • Designing, backtesting, and deploying trading strategies, monitoring and and optimising them over time.


Requirements:


  • A Master or PhD level degree from a prestigious university in a numerate field. Previous successful candidates have degrees in Engineering, Physics, Mathematics, Computer Science, etc.
  • Coding proficiency in at least one language, such as C++ or Python.
  • At least three years of experience as a Quantitative Researcher, where you used sophisticated data science methods for the research and optimisation of strategies, with Sharpe ratios of 2+
National AI Awards 2025

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