Systematic Portfolio Manager

A globally renowned hedge fund is seeking to hire a systematic portfolio manager to lead their Quantitative Trading team.
You must have a live track record with a strong quantitative background.
Your role will need you to manage capital, improve execution algorithms, and run your live strategies with competitive profit share schemes.
You will be provided with a strong support network enabling PMs to begin live trading promptly.

Main Responsibilities: Overseeing portfolio construction and risk management Conducting research and generating innovative trade signals and concepts Explore and assess new markets and asset classes to expand trading strategies Collaborate with quantitative analysts and development teams to implement trading strategies Ideal Candidate: A proven ability to generate significant alpha - 5+ years Demonstrated proficiency in back-testing, simulation, and statistical techniques Impressive academic record: A degree in quantitative finance, mathematics, computer science, or engineering Rare opportunity with a top-performing trading firm, offering a competitive compensation package and significant career potential.
For a confidential discussion, please apply.