Portfolio Manager

Alexander Chapman; New York (NY); On-site; USD 180,000 - 320,000; Full time

Job summary

Alexander Chapman is partnering with a leading asset manager to hire a Senior Quantitative Researcher / Portfolio Manager for a systematic investment platform focusing on Systematic Equities and Futures.

The role involves owning the research, development, and management of systematic strategies across global equity and futures markets, with significant autonomy and impact on investment outcomes.

Qualifications

• Strong track record in quantitative research and/or systematic portfolio management.
• Experience developing and managing systematic trading strategies, alpha signals, or quantitative portfolios.
• Strong understanding of alpha generation, portfolio construction, risk management, and systematic execution.
• Excellent programming skills in Python, C++, or similar languages.
• Background in statistics, mathematics, machine learning, econometrics, or related quantitative disciplines.
• Proven ability to take research ideas from concept to live implementation.
• Track record of generating and managing systematic investment strategies in a professional environment.

Responsibilities

• Research, develop, and manage systematic strategies across global equity and futures markets.
• Own investment process from signal discovery to portfolio construction and live risk management.
• Collaborate with researchers, PMs, and technology professionals on data and infrastructure.

Skills

Quantitative research

Systematic portfolio management

Systematic trading

Alpha signals

Portfolio construction

Risk management

Tools

Python

C++

Job description

I'm currently partnering with one of the most impressive and well-established traditional asset managers in the industry as they look to hire a Senior Quantitative Researcher / Portfolio Manager to join their systematic investment platform, with a focus on Systematic Equities and Futures.

This is an opportunity to join a highly sophisticated investment team and play a key role in researching, developing, and managing systematic strategies across global equity and futures markets. You'll have significant ownership of the investment process, from identifying new sources of alpha and developing signals through to portfolio construction, implementation, and live risk management.

The team combines the resources and stability of a leading institutional investment platform with a strong quantitative and systematic approach. You'll work alongside experienced researchers, PMs, and technology professionals, with access to extensive datasets, sophisticated infrastructure, and the resources required to develop and scale systematic strategies.

We're looking for candidates with:

• A strong track record in quantitative research and/or systematic portfolio management, ideally within equities and/or futures.
• Experience developing and managing systematic trading strategies, alpha signals, or quantitative portfolios.
• Strong understanding of alpha generation, portfolio construction, risk management, and systematic execution.
• Excellent programming skills in Python, C++, or similar languages.
• Strong background in statistics, mathematics, machine learning, econometrics, or another quantitative discipline.
• Demonstrated ability to take research ideas from initial concept through to live implementation.
• A strong track record of generating and managing systematic investment strategies in a professional investment environment.

This is a senior opportunity with significant autonomy and ownership, offering the chance to join a highly respected investment platform and have a direct impact on the development and management of systematic strategies across global markets.