Portfolio Manager (Systematic Rates)

CW Talent Solutions; Greater London; On-site; GBP 80,000 - 150,000; Full time

Job summary

Join a world-leading trading firm as a Systematic Rates Portfolio Manager, where you'll leverage cutting-edge infrastructure to design and manage quantitative trading strategies. This role offers a unique opportunity to work with an elite quant trading team, driving alpha in sovereign bonds and futures. You'll be at the forefront of innovation in global fixed income markets, collaborating with top-tier professionals and enhancing portfolio performance through advanced quantitative methods. If you're ready to take the next step in your finance career, this position is a perfect fit.

Qualifications

• 5+ years in systematic PM or senior quant role in hedge fund.
• Proven track record generating $10M+ in annual PnL.

Responsibilities

• Develop and manage systematic strategies across rates markets.
• Conduct alpha research using statistical models and machine learning.
• Collaborate with researchers and engineers to bring ideas to production.

Skills

Python

C++

Statistical Models

Machine Learning

Econometrics

Quantitative Methods

Risk Management

Tools

Financial Data Analysis Tools

Job description

1 week ago Be among the first 25 applicants

Get AI-powered advice on this job and more exclusive features.

Direct message the job poster from CW Talent Solutions

Director at CW Talent Solutions | Hedgefund Talent Advisory

Systematic Rates PM – London

CW Talent Solutions is partnering with a world-leading trading firm to identify a high-caliber Portfolio Manager specializing in systematic rates strategies.

Based in London, this role offers a unique opportunity to be part of an elite quant trading team at the forefront of innovation in global fixed income markets.

The Role:

We are seeking an experienced Systematic Rates Portfolio Manager to lead the design, implementation, and management of quantitative trading strategies in rates markets. This individual will leverage the firm’s world-class infrastructure, data access, and execution capabilities to drive alpha in sovereign bonds, futures, and swaps.

Key Responsibilities:

• Develop and manage systematic strategies across rates markets including bonds, interest rate futures, and swaps
• Conduct alpha research using statistical models, machine learning, and econometrics
• Enhance portfolio construction and risk frameworks to improve performance consistency
• Optimize execution with support from specialized internal teams
• Collaborate closely with researchers, engineers, and global trading desks to bring ideas from concept to production
• Monitor live trading strategies and adapt to evolving market dynamics

Preferred Experience:

• Minimum 5 years in a systematic PM or senior quant role within a hedge fund or proprietary trading firm
• Proven track record of managing a successful and scalable systematic rates strategy, generating $10M+ in annual PnL
• Deep expertise in fixed income products, including interest rate swaps, sovereign bonds, and futures
• Proficient in Python and C++
• Strong foundation in quantitative methods, financial econometrics, and alpha signal generation
• Experience working with high-volume financial data and advanced computing environments
• Familiarity with operating under a robust and disciplined risk management framework
• Ownership of intellectual property from previous roles is preferred but not essential
• Not suitable for candidates with a background primarily in long-only or passive investing

Why Choose Us?

We specialize in connecting the world’s top quantitative talent with firms pushing the boundaries of trading and finance. If you're ready for that next step in your career, get in touch with us directly.

Seniority level

• Mid-Senior level

Employment type

• Full-time

Job function

• Finance

Referrals increase your chances of interviewing at CW Talent Solutions by 2x

Sign in to set job alerts for “Portfolio Manager” roles.