Quantitative Portfolio Manager | Systematic Equities

Posted 17 days ago In-Office Job Permanent Negotiable

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

Job ID PR/565403

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ABOUT COMPANY

Selby Jennings

New York, United States

1000 Employees HR & Recruitment

We support the Financial Sciences & Services industry with talent that can truly shape the future of a business. Whether that be Quantitative Analyti...

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