Systematic Portfolio Manager / Leading Global Hedge Fund

Venture Search; New York (NY); On-site; USD 900,000 - 1,500,000; Full time

Job summary

Position for a Portfolio Manager focusing on systematic equity statistical arbitrage at a leading global hedge fund. Location flexibility includes New York, Geneva, or London, with full ownership of strategy development, portfolio construction, risk management and P&L generation.

The candidate should demonstrate a robust track record and alpha generation capability. The opportunity offers access to a sophisticated investment platform, substantial capital and best-in-class technology and

Qualifications

• At least three years of independently verifiable live trading performance.
• Demonstrated P&L generation of $20m+.
• Proven systematic equity stat-arb strategy.

Responsibilities

• Manage and scale a systematic equity stat-arb portfolio.
• Take full ownership of strategy performance, capital allocation and risk management.
• Develop alpha signals, models and portfolio construction.
• Identify opportunities to improve returns, capacity and risk-adjusted performance.
• Oversee strategy implementation with research and technology teams.
• Maintain robust performance monitoring and risk controls.

Skills

Systematic trading

Stat-arb

Risk management

Portfolio construction

Alpha signals

P&L generation

Market microstructure

Execution

Job description

Portfolio Manager – Systematic Equity Stat-Arb | Leading Global Hedge Fund

Location – New York, Geneva or London

Description:

Our client is a leading global multi-strategy hedge fund looking to appoint an established Portfolio Manager to its systematic equities business. The firm offers a sophisticated investment platform, substantial capital and access to best-in-class technology and infrastructure.

This is a full PM mandate, offering ownership of strategy development, portfolio construction, risk management and P&L generation. The focus is on systematic equity statistical arbitrage, with an emphasis on candidates who have demonstrated the ability to generate meaningful, consistent returns.

The Opportunity:

The search is focused on PMs with a minimum three-year verifiable track record and demonstrated annual P&L of $20m+. Candidates must have a proven systematic equity stat-arb strategy and the ability to bring an established source of alpha to the platform.

Key Responsibilities:

• Manage and scale a systematic equity stat-arb portfolio.
• Take full ownership of strategy performance, capital allocation and risk management.
• Continue to develop and refine alpha signals, models and portfolio construction.
• Identify new opportunities to improve returns, capacity and risk-adjusted performance.
• Oversee strategy implementation and execution in collaboration with research and technology teams.
• Maintain robust performance monitoring and risk controls.

Ideal Candidate:

• At least three years of independently verifiable live trading performance.
• Demonstrated P&L generation of $20m+.
• A robust, repeatable and scalable systematic equity strategy.
• Strong understanding of equity market microstructure, portfolio construction and execution.
• A proven ability to manage risk and deliver consistent, risk-adjusted returns.

What’s on Offer:

• A genuine Portfolio Manager seat with full ownership of the mandate.
• Access to a leading global hedge fund platform, capital and infrastructure.
• The opportunity to scale an established systematic equity strategy.
• Location flexibility across New York, Geneva or London.
• Highly competitive compensation aligned with the strength of the candidate's track record.