Quantitative Portfolio Manager | Systematic Equities
We are partnering with a leading global quantitative hedge fund seeking an experienced Quantitative Portfolio Manager to develop and manage systematic equity strategies across global markets.
Key Responsibilities
- Research, develop, and manage systematic equity strategies
- Generate scalable alpha through rigorous quantitative research
- Oversee portfolio construction, risk management, and live performance
- Continuously enhance strategies across signals, data, execution, and capacity
- Collaborate with quantitative researchers, developers, and trading teams
Qualifications
- Proven live track record in systematic equities
- Strong expertise in alpha research, portfolio construction, and risk management
- Experience running market-neutral, statistical arbitrage, factor-based, or related equity strategies
- Strong programming and quantitative research capabilities
- Advanced degree in a quantitative discipline preferred
- Entrepreneurial, commercially minded, and performance-driven
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