Portfolio Manager - Quantitative Fund

About the role

Lead systematic equity strategies, focusing on alpha generation, portfolio construction and scalable live trading. Own the full investment process from research to execution and risk management.

Key responsibilities

1. Develop and improve alpha signals using fundamental, alternative, market and behavioural datasets
2. Own the full investment process from research and signal generation through portfolio construction, execution and risk management
3. Optimise portfolios for factor exposure, turnover, liquidity, transaction costs and capacity
4. Work closely with quantitative researchers, developers and trading infrastructure teams
5. Collaborate on Market Neutral, Index Enhancement, and Quantitative Stock Selection / Long-Short strategies

About you

1. Experience as a Quant PM, Senior Quant Researcher or systematic equity trader with meaningful ownership of P&L
2. Strong quantitative background in statistics, machine learning, optimisation or related disciplines
3. Demonstrated ability to generate differentiated alpha and translate research into scalable live portfolios