$200,000 - 250,000 USD
Very competitive PnL % split deal
Onsite WORKING
Location: New York, New York - United States Type: Permanent
Portfolio Manager - Systematic Equities (New York/ London)
About the Firm
Our client is a leading systematic multi-strategy hedge fund known for its cutting-edge research, elite talent, and advanced technology. As part of their continued expansion, they are looking to grow their systematic equities business and are seeking an experienced Portfolio Manager with a deep background in stat arb and systematic equity trading.
The Role
As a Portfolio Manager, you will take full ownership of a systematic equity strategy-overseeing alpha research, portfolio construction, execution, and risk management. You'll collaborate with a world-class team of quants and developers to research and implement new trading ideas, leveraging a powerful infrastructure and vast datasets.
Responsibilities
• Manage a systematic equity/stat arb portfolio in cash equities or equity index futures
• Research, design, and implement new alpha signals and trading strategies
• Oversee portfolio construction, optimization, and daily risk management
• Collaborate with quant researchers and engineers to refine models and execution logic
• Drive continuous improvement in strategy performance, scalability, and robustness Your Background
• 5+ years' experience at a quant-driven hedge fund, proprietary trading firm, or similar environment
• Proven multi-year track record managing a profitable systematic/stat arb portfolio
• MSc or PhD in a quantitative discipline (e.g., Mathematics, Statistics, Computer Science, Physics) from a top-tier university
• Strong grasp of statistical modeling, machine learning, and signal generation techniques
• Deep experience with backtesting frameworks, simulations, and handling large datasets
• Advanced programming skills in Python and/or C++
• High level of independence, intellectual curiosity, and entrepreneurial drive
