We are working with an established London-based hedge fund seeking a Quantitative Portfolio Manager to join and support the founder in managing risk on their largest book.

The fund currently takes risk in a discretionary manner while utilising quantitative techniques. This individual will ideally have experience systematising discretionary processes, building quant frameworks, and taking risk within a market-neutral framework.

In order to apply, you must have:

1. Experience taking risk within the equity space as a PM or Trader
2. A track record of automating rules-based approaches to discretionary trading/risk-taking
3. Experience building frameworks for funds to allocate signals
4. A strong understanding of macro markets and factor rotation

The role is London-based, so applicants should ideally have permission to work in the UK.

Prior experience in a systematic equity market-neutral fund will be considered an advantage.

To apply, please reach out to

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