I’m working with a global multi-strat, multi-managerHedge Fund in the search for a Quant Portfolio Manager to join thefirm in London The ideal candidate will focus on orthogonalstrategies characterized by low scalability and high Sharpe ratios.This role is perfect for a highly analytical and innovativeindividual with a proven track record in quantitative trading. Roleand Responsibilities: Design, develop, and implement orthogonaltrading strategies that are low in scalability but deliver highSharpe ratios. These may include, but are not limited to,statistical arbitrage, market microstructure, factor investing,trend following, Algo trading etc Actively manage and optimize aportfolio of quantitative strategies, ensuring consistentperformance and risk management. Conduct in-depth research andquantitative analysis to identify and exploit marketinefficiencies. Utilize advanced mathematical models andstatistical techniques. Continuously monitor strategy performance,risk metrics, and market conditions to ensure optimal performanceand adapt strategies as needed. Work closely with other portfoliomanagers, researchers, and the technology team to enhance tradinginfrastructure and strategy implementation. Skills andQualifications: Advanced degree (PhD, MSc) in a quantitativediscipline such as Mathematics, Statistics, Physics, ComputerScience, or Financial Engineering. Minimum of 5 years of experienceas a Quant PM / Trader or a similar role within a hedge fund orproprietary trading firm. Demonstrable track record of managingsuccessful orthogonal strategies with low scalability and highSharpe ratios. Proficiency in programming languages such as Python,R, C++, or Java. Experience with statistical and machine learningtechniques. Preferred Qualifications: Experience with alternativedata sources and innovative data analysis techniques. Familiaritywith high-frequency trading (HFT) and market microstructure, factorinvesting, statistical arbitrage, mean reversion, trend followingor similar. Proven ability to work in a collaborative, fast-pacedenvironment. The offer: Competitive compensation package, includingperformance-based incentives. Professional developmentopportunities and a culture of continuous learning Join a firm atthe forefront of quant strategies
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