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