Systematic Senior Portfolio Manager - FX / Credit / Futures / Equities

JR United Kingdom; Slough; On-site; GBP 60,000 - 100,000; Full time

Job summary

A renowned global hedge fund is seeking a Systematic Quantitative Trader / Portfolio Manager in Slough. The role involves building trading algorithms, generating alpha, and collaborating in a close-knit team. Based in a dynamic environment, candidates should hold a Master’s or Ph.D. and possess strong coding and mathematical skills.

Qualifications

• Proven track record of successful strategies with Sharpe Ratios > 1.5.
• Experience on trading or systematic desks.
• Ability to develop algorithms and predictive signals.

Responsibilities

• Build trading algorithms and leverage existing models.
• Create high-quality predictive signals and assess performance.
• Support desk strategists with quantitative tools.

Skills

Mathematical skills

Coding (C++, C#, Python)

Systematic trading

Quantitative analysis

Education

Master’s or Ph.D. in a quantitative subject

Job description

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Systematic Senior Portfolio Manager - FX / Credit / Futures / Equities, Slough

Client: SR Investment Partners

Location: Slough, United Kingdom

Job Category: Other

EU work permit required: Yes

Job Views: 4

Posted: 31.05.2025

Expiry Date: 15.07.2025

Job Description:

Renowned global hedge fund based in London is looking for a talented Systematic Quantitative Trader / Portfolio Manager or external alpha contributors who are strong technically and in quality alpha capture. This is for someone with experience in futures, fixed income, credit, equities, or FX. This position is global (depending on approval).

We are also looking for alpha generators who want to be independent and build their own fund (global).

Culture:

No politics, a close-knit team with great growth potential. You will work with reputable leaders and learn tremendously.

Requirements:

• Build trading algorithms
• Experience in FX, credit, futures, bonds, commodities
• Create high-quality predictive signals
• From 10+ PNL
• Leverage existing experience, signals, and models
• Withholding periods from hours to weeks
• Performance-based contributions with pay-outs depending on signal quality and success
• Proven track record in delivering successful systematic, fundamental, or discretionary strategies with Sharpe Ratios > 1.5
• Understanding of market fundamentals and pricing
• Systematic trading and alpha generation
• Strong mathematical skills
• Development and implementation of models for pricing and risk management, including P&L explainability and capital charge tools
• Supporting desk strategists with quantitative tools
• Strong technical skills in coding (C++, C#, Python), modeling, and systems
• Proactive in promoting new ideas
• Experience working on trading or systematic desks

Top educational background, Master’s or Ph.D. in a quantitative subject (e.g., Maths, Physics, Computer Science)

Location: NYC, Paris, London, Singapore, Japan, Abu Dhabi, China, Switzerland

Salary: Competitive + bonus and benefits

Refer a friend/colleague:

If interested, please send your CV ASAP. For more information or a confidential discussion, contact Shanaz Rob at [phone] or email: [emailprotected].

Follow for updates: https://www.linkedin.com/company/srinvestmentpartners