Portfolio Manager

HWTS Global; England; On-site; GBP 200,000 - 320,000; Full time

Job summary

A leading global multi-manager platform is seeking an experienced Systematic Rates Sub-Portfolio Manager to manage strategies across global developed and emerging markets. The successful candidate will have a proven track record managing over $200m in systematic rates strategies, excellent skills in Python and/or C++, and strong collaboration abilities. Join a top-tier team offering competitive support and resources.

Qualifications

• Demonstrated track record managing over $200m in systematic rates strategies.
• Deep expertise across sovereign yield curves and relative value modeling.
• Proficiency in Python and/or C++ with hands-on experience.
• Proficiency in Python and/or C++, with hands-on experience developing research and production code.
• Excellent understanding of signal capacity, turnover dynamics, and market microstructure.
• Strong communication skills and a collaborative mindset.

Responsibilities

• Manage and scale systematic rates strategies across global markets.
• Lead alpha research and portfolio construction within risk frameworks.
• Partner with technology teams to refine research infrastructure.
• Contribute to cross-asset collaboration with other systematic and macro portfolio teams.

Skills

Systematic rates strategies management

Alpha research

Strong communication skills

Python programming

C++ programming

Tools

Python

C++

Job description

Director | Quantitative Recruitment Expert | Connecting Hedge Funds & Prop Trading Firms with High-Calibre Quant Talent | Speed to Market & Quality…

A leading global multi-manager platform is seeking an experienced Systematic Rates Sub-Portfolio Manager to join its expanding macro and fixed income business in London. The team operates within a highly collaborative, data-driven environment, backed by institutional infrastructure and robust capital allocation.

This is an opportunity for a proven systematic rates specialist to take ownership of their strategy within a well-capitalized platform offering full operational and research support.

Key Responsibilities

• Manage and scale systematic rates strategies across global developed and emerging markets.
• Lead alpha research, signal design, and portfolio construction within a well-defined risk and capital framework.
• Partner with technology and quant engineering teams to refine research infrastructure and production systems.
• Contribute to cross-asset collaboration with other systematic and macro portfolio teams.

Requirements

• Demonstrated track record managing over $200m in systematic rates strategies.
• Deep expertise across sovereign yield curves, swaps, bonds, futures, and relative value modeling.
• Strong background in alpha research, portfolio optimization, and execution cost modeling.
• Proficiency in Python and/or C++, with hands‑on experience developing research and production code.
• Excellent understanding of signal capacity, turnover dynamics, and market microstructure.
• Strong communication skills and a collaborative mindset.

💡 The successful candidate will have the autonomy to run their own book within a scalable global platform offering competitive payouts, deep data resources, and institutional‑grade support.

If you have a demonstrable record of systematic performance and are exploring your next step within a top‑tier multi‑manager environment, we’d like to hear from you.