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Quantitative Portfolio Manager

4 months ago


London Area, United Kingdom Fortis Recruitment Full time

Global hedge fund is looking for a Quant Portfolio Manager – Equities to work closely with the Senior PM and researchers to build out a mid-frequency equities book.


The role will involve idea generation, strategy development, portfolio construction, risk management, execution and performance evaluation.


Role and Responsibilities:


  • Lead alpha generation
  • Model implementation and backtesting for systematic global equities strategies
  • Explore, analyze, and utilize diverse datasets
  • Develop robust predictive models for deployment in the investment process


Skills and Qualifications:


  • Bachelor's, Master's, or PhD degree in a quant discipline such as Applied Mathematics, Statistics, Computer Science etc.
  • 5 years of experience in a quantitative research role focusing on systematic equities
  • Proficiency in C++ or Python
  • Successful track record
  • Sharpe ratio of 1.5 or greater