Quantitative Portfolio Manager

About the Opportunity

Our client is a leading $25bn+ quantitative hedge fund seeking experienced Quantitative Portfolio Managers to join its global investment platform. The firm is actively hiring individuals with proven experience developing and monetising proprietary systematic strategies across:

• Statistical Arbitrage Equities
• Index Rebalancing & Event-Driven Strategies
• Quantitative Macro
• Liquid Futures
• Foreign Exchange (FX)

This opportunity is suited to established researchers and portfolio managers who have generated and managed their own alpha and are seeking a platform that provides institutional-scale infrastructure without the bureaucracy and restrictions often associated with larger organisations.

Responsibilities

• Develop, test, and deploy proprietary quantitative trading strategies.
• Manage capital across your area of expertise with full ownership of the investment process.
• Conduct alpha research and continuously enhance existing signals and models.
• Collaborate with technology, data, and execution teams to maximise strategy performance.
• Monitor portfolio risk and ensure strategies operate within agreed parameters.
• Contribute to the ongoing development of the firm's systematic investment platform.

Requirements

Successful candidates will possess:

• Demonstrable experience developing and monetising proprietary quantitative trading strategies.
• A verifiable track record of at least $10m of cumulative P&L generated through personally developed strategies or directly attributable alpha signals.
• Strong research and portfolio construction capabilities.
• Advanced quantitative, statistical, and programming skills.

Performance Criteria

Candidates should demonstrate:

• Sharpe Ratio of 1.8+ for Statistical Arbitrage, Index Rebalancing, Liquid Futures, or FX strategies.
• Sharpe Ratio of 1.5+ for Quantitative Macro strategies.

What the Firm Offers

• Institutional Infrastructure
• Access to one of the industry's most established quantitative technology stacks.
• Extensive proprietary and third-party data resources.
• Highly sophisticated execution and trading infrastructure.
• Dedicated technology and operational support.
• Attractive Economics
• Formulaic and transparent payout structure.
• Significant sign-on package.
• First-year compensation guarantee for qualified hires.
• Extremely low internal cost base, maximising net economics to portfolio managers.
• Flexibility & Autonomy
• Retain ownership of your intellectual property.
• No non-compete restrictions should you decide to leave the firm.
• Freedom to focus on research and alpha generation rather than platform building.
• Ability to work from any global office location.
• Partnership Culture
• Direct access to senior investment and business leadership.
• Collaborative environment designed to help researchers and portfolio managers scale their strategies.
• Long-term commitment to investing in talent, technology, and research.

Ideal Candidate

This opportunity is designed for established quantitative investors who have already demonstrated an ability to generate alpha independently and are looking for a platform that combines institutional resources, attractive economics, and genuine autonomy. Whether you are currently operating within a multi-manager platform, proprietary trading firm, bank, or asset manager, this role offers the opportunity to significantly accelerate the growth and scalability of your strategies.

For more information: thomas@pointonetalent.com