Quant Equity Portfolio Manager: Alpha Signals & Systematic Trading

CW Talent Solutions; Paris; Sur place; EUR 90 000 - 110 000; Plein temps

Résumé du poste

A leading global hedge fund in Paris seeks a Quantitative Equity Portfolio Manager to run capital and develop alpha-driven strategies in a collaborative environment. The ideal candidate will have at least 5 years of capital management experience within hedge funds, a proven track record of generating significant PnL, and the ability to deploy systematic investment strategies. This role offers an opportunity to contribute to a high-performing team and manage dedicated capital allocations.

Qualifications

• Minimum 5 years of capital management experience, preferably in a hedge fund.
• Proven track record managing over $10m annual PnL with AUM greater than $300m.
• Experience across Futures, Equities, FX, or Relative-Value Arbitrage.

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

Systematic strategies

Risk attribution

Description du poste

A leading global hedge fund in Paris seeks a Quantitative Equity Portfolio Manager to run capital and develop alpha-driven strategies in a collaborative environment. The ideal candidate will have at least 5 years of capital management experience within hedge funds, a proven track record of generating significant PnL, and the ability to deploy systematic investment strategies. This role offers an opportunity to contribute to a high-performing team and manage dedicated capital allocations.