Quant Portfolio Manager

CW Talent Solutions; New York (NY); On-site; USD 200,000 - 300,000; Full time

Benefits offered by this job

Compensation support during non-compete periods

Access to world-class research and data

Potential spin-out terms for PMs

Job summary

A leading hedge fund in New York is seeking a Quantitative Portfolio Manager to develop and manage systematic trading strategies. Candidates must have proven experience generating significant annual PnL and strong quantitative and programming skills in equities, commodities, and macro markets. The role offers a collaborative environment with access to top-tier research and technology resources. This position promises compensation support during transitions and potential spin-out opportunities for PMs looking for long-term ambitions.

Qualifications

• 3+ years’ experience as a Portfolio Manager or Sub-PM with a live trading track record.
• Demonstrated ability to generate $10M+ annual PnL with a Sharpe ratio of 1.5+.
• Expertise in global equities, commodities, rates, FX, or macro systematic strategies.

Responsibilities

• Develop and manage systematic trading strategies within a hedge fund platform.
• Collaborate with elite researchers, engineers, and execution specialists.
• Scale strategies using proprietary data, infrastructure, and technology resources.

Skills

Portfolio Management

Quantitative Research

Risk Management

Programming

Job description

Overview

New York

CW Talent Solutions is partnering with a leading $20bn+ hedge fund to hire high-performing Quantitative Portfolio Managers with proven experience running scalable, fully systematic strategies across Equities, Commodities, Fixed Income, or Macro markets.

Direct message the job poster from CW Talent Solutions

We are seeking candidates to take full ownership of the development, implementation, and management of systematic trading strategies within a best-in-class hedge fund platform. You’ll manage capital with a disciplined risk framework, collaborate with elite researchers, engineers, and execution specialists, and scale strategies using proprietary data, infrastructure, and technology resources.

Responsibilities

Take full ownership of the development, implementation, and management of systematic trading strategies within a hedge fund platform. Collaborate with researchers, engineers, and execution specialists. Scale strategies using proprietary data, infrastructure, and technology resources. Manage capital with a disciplined risk framework.

Qualifications

• 3+ years’ experience as a Portfolio Manager or Sub-PM with a live trading track record
• Demonstrated ability to generate $10M+ annual PnL with a Sharpe ratio of 1.5+
• Expertise in one or more of: global equities, commodities, rates, FX, or macro systematic strategies
• Strong quantitative research and programming capabilities
• Proven risk management discipline with a focus on drawdown control
• Entrepreneurial mindset with the ability to operate independently within a collaborative environment

Why Apply?

• Compensation support during non-compete or strategy rebuild periods
• Access to world-class research, data, and execution infrastructure
• Potential spin-out terms for PMs with longer-term fund ambitions
• Direct, transparent relationship with senior leadership and streamlined decision-making

Sean Sweeney