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Quantitative Strategies Portfolio Manager - Leading Hedge Fund

Mondrian Alpha
Closing date
23 Feb 2021

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Job Details

A Leading Multi-Manager Hedge fund platform is seeking to expand its Quantitative Strategies division by adding talented PM's to their investment team. The ideal candidates will be trading high sharpe strategies across Equities or fixed income and will have transferrable IP and Data sources to scale their strategies within a multi-strat context.

The firm already houses a considerable offerring of systematic and discretionary quantitative managers running cross asset RV strategies and has leading infrastructure to accommodate transition as well as a well-developed in house research function that is at the disposal of all Portfolio Managers.

We are keen to speak to PM's or Traders running strategies or generating signals with a consistent sharpe of 2+ and with an IR and Sortino consistently above 2. It is also of essence that the strategies prioritise liquidity and can adapt to a multi-manager risk allocation environment.

The ideal candidate will be looking to grow the AUM of their book and their access to liquidity and technology/infrastructure as well as accessing a highly competitive pay out formula and comp/cost structure.

You will be able to provide a positive track record and PnL above 10% and consistent growth of your strategy, which should have a granular breakdown in a document you are able to share.
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