Portfolio Manager - Quant Equity

CW Talent Solutions; Paris; Sur place; EUR 80 000 - 100 000; Plein temps

Résumé du poste

A leading global hedge fund firm is seeking a Quantitative Equity Portfolio Manager in Paris. The role involves managing capital and deploying alpha-driven strategies while collaborating with global teams. Candidates should have over 5 years of capital management experience, coding proficiency and a strong market understanding. Competitive compensation package offered.

Qualifications

• 5+ years of capital management experience, hedge fund preferred.
• Experience managing $10m+ annual PnL and $300m+ AUM.
• Strong coding skills in Python, C++, etc.

Responsabilités

• Deploy and manage systematic strategies with holding periods from hours to weeks.
• Generate predictive signals and construct uncorrelated, asymmetric portfolios.
• Conduct performance and risk attribution.

Connaissances

Capital management experience

Strong coding skills (Python, C++)

Deep market understanding

Formation

Master's or PhD in a quantitative discipline

Description du poste

Quant Equity Portfolio Manager – Paris

CW Talent Solutions is partnering with a leading global hedge fund to hire a Quantitative Equity Portfolio Manager for their Paris office. This is a high-impact opportunity to run capital and deploy alpha-driven strategies within a collaborative, low-politics environment.

The Role :

We’re looking for a proven Portfolio Manager or Alpha Contributor with experience across Futures, Equities, FX, or Relative-Value Arbitrage. You’ll manage a dedicated capital allocation and generate high-quality, systematic alpha signals.

Key Responsibilities :

• Deploy and manage systematic strategies with holding periods from hours to weeks
• Generate predictive signals and construct uncorrelated, asymmetric portfolios
• Conduct performance and risk attribution
• Collaborate with global teams and contribute to a high-performing desk

Preferred Experience :

• 5+ years of capital management experience (hedge fund preferred)
• $10m+ annual PnL, $300m+ AUM, Sharpe > 1.5
• Strong coding skills (Python, C++, etc.)
• Deep market understanding (pricing, volatility, microstructure)
• Master's or PhD in a quantitative discipline