Systematic Portfolio Manager - Global Macro - Hedge Fund

Location: London, UK

Permanent

We are currently working with a multi-billion-dollar hedge fund looking to add an experienced quantitative fund manager to the team. Our client builds various multi-strategy portfolios using a pure systematic approach. They also offer a bespoke approach, where some of their strategies are personalised to suit individual client needs.

The team are looking to hire a professional with previous buy-side experience in managing their own fund. An ideal candidate will have developed existing global macro strategies in equity market neutral, cross-asset or the spot futures space.
Responsibilities include:

• Creating high quality predictive signals
• Alpha research, portfolio construction, optimisation, risk management, trade execution
• Identifying opportunities and patterns in statistical data and monitoring performance overtime
• End to end activities from signal generation to implementation

Role Requirements:

• Deploying and managing a strategy from inception
• Previous portfolio manager experience on the buy side (Prop trading or simulation/paper trading also desirable)
• Profitable track record in managing systematic macro trading strategies
• Developing trend following strategies
• Advanced programming skills

If you fit all the requirements of role, you can reach out with a CV in WORD format to quantresearch@octaviusfinance.com to be considered.