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My client is a market neutral hedge fund and with a multi manager approach to capital allocation. We are looking for a portfolio manager who is self-contained, mature and with the ability to work autonomously on a well-capitalized platform with an extensive security master, in-house execution, back testing and optimization framework.

The firm have several opportunities for a quantitative equities portfolio manager with the following track record and background:

• 14 day holding period / turn over.
• Fully systematic approach.
• Net Sharpe of 2+.
• Trades liquid exchange traded products such as Equities, ETF's, Index Futures.
• Fully hedged to market direction.
• Single digit max drawdown, preferably no higher than 7%.
• Well balanced and diversified portfolio with an allocation of no more than 5% per instrument traded.
• Scalable strategy ($200-$400m).
• Annualized PnL of $10m+.
• 3+ year track record.
• Detailed understanding of alpha research, portfolio construction, optimization and attribution / analytics.

If you would like to be considered for the position of Portfolio Manager - Quantitative Equities or wish to discuss it further then please leave your details below. Your resume will be held in confidence until you connect with a member of our search team.