Quantitative Portfolio Manager

JR United Kingdom; City Of London; On-site; GBP 60,000 - 100,000; Full time

Job summary

Join an established quantitative hedge fund in London as a Quantitative Portfolio Manager. You will lead a desk focused on systematic Macro Futures, using advanced quantitative methods and big data, while enjoying exceptional resources and a performance-based bonus structure. The role requires a strong analytical background and coding skills to drive trading strategies.

Qualifications

• At least three years of experience as a Quantitative Researcher/Trader.
• Experience with sophisticated quant methods for macro strategies.
• Capable of collaborating with colleagues globally.

Responsibilities

• Building and leading a trading desk focused on quantitative strategies.
• Researching and monetizing market signals while optimizing models.
• Creating quantitative tools for strategy development.

Skills

Coding proficiency in C++ or Python

Quantitative analysis

Education

Degree in a numerate field (Engineering, Physics, Mathematics, Computer Science)

Job description

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Quantitative Portfolio Manager, london (city of london)

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Client:

Anson McCade

Location:

london (city of london), United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

3

Posted:

16.06.2025

Expiry Date:

31.07.2025

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Job Description:

My client is an established quantitative hedge fund operating in the mid/low frequency trading space, with teams globally. The firm is looking for experienced Quantitative Researchers/Traders and Portfolio Managers, particularly those covering systematic Macro Futures or FICC markets, to build and lead a team and trade their own strategies in return for a performance based bonus.

The firm can offer exceptional resources, including historical market data, alternative/fundamental datasets, development support, and cutting-edge execution infrastructure, allowing strategies to cover intraday and mid frequency time horizons, while maintaining low costs and a quick time to market.

The Role:

• Building and leading a desk where you will research and trade alphas based on analysis of market or alternative data.
• Researching and monetizing signals, monitoring performance of models and optimising them where possible.
• Creating quantitative tools to aid the strategy development process, such as execution algorithms, modelling libraries, etc. for the rest of your trading team to use.

Requirements:

• A degree from a prestigious university in a numerate field. Previous successful candidates have degrees in Engineering, Physics, Mathematics, Computer Science, etc.
• Coding proficiency in at least one language, such as C++ or Python.
• At least three years of experience as a Quantitative Researcher/Trader, where you used sophisticated quant methods for the research and optimisation of macro strategies.
• You will need to be a confident, resilient, and highly motivated individual, capable of working collaboratively with your colleagues in your office and in other locations.