Systematic Macro Portfolio Manager - London

  • Top
  • Londres, Angleterre, Royaume-Uni Londres Angleterre GB
  • CDI, Plein-temps
  • Paragon Executive
  • 18 mars 18 2018-03-18

Happy New Year folks! Our client a leading Global Systematic Hedge Fund is currently looking to hire talented and dynamic Quantitative Portfolio Managers and Sub PM's and Traders and Researchers to join their growing and expanding high profile international teams in London.

Quantitative Portfolio Manager - Systematic Macro

The role will involve developing and deploying systematic market neutral strategies and managing capital on behalf of the fund.

We would like to talk with candidates who have successful quantitative strategies for a variety of asset classes including Systematic Macro, Futures, IRS and related derivatives in the Global Market place.

This is a chance to join one of the world's top hedge funds and dramatically increase your earning potential. Our client has one of the best performance and award structures globally, including strong sign on and guaranted bonuses and is also well regarded for its strong training and collabarative team based culture.


  • Min 3-10 years of relevant High Frequency experience. Ideally gained from working for a leading Hedge Fund or Global Quantitative Alternative Asset Manager or Propietary Trading Firm as a PM, Sub PM or Researcher.
  • MS / PhD in science, math, engineering, statistics or similar.
  • Excellent investment track record with proven ability to work in a team-oriented investment process.
  • Expertise in alpha research, portfolio construction, optimization, risk management, trade execution and Portfolio Management.
  • Ability to deploy and manage a strategy from inception.
  • Recent track record, generating >$12m P&L with a Sharpe of 2 +

To discuss these unique opportunities further and to obtain a full job specification, please contact our retained executive search consultants.

Desmond Hartigan

“You’re the specialist in your sector, Were the specialist in recruitment"