Quantitative Investment Manager

3 weeks ago

London, Greater London, United Kingdom Fortis Recruitment Full time
Position Overview

Fortis Recruitment is collaborating with a prestigious global multi-strategy hedge fund to identify a Quantitative Investment Manager to enhance their team.

The successful candidate will concentrate on unique strategies that are characterized by limited scalability yet exhibit high Sharpe ratios. This position is ideal for a detail-oriented and inventive professional with a solid history in quantitative trading.

Key Responsibilities:

  • Develop, design, and execute unique trading strategies that are low in scalability but yield high Sharpe ratios. These strategies may encompass statistical arbitrage, market microstructure, factor investing, trend following, algorithmic trading, among others.
  • Proactively manage and refine a portfolio of quantitative strategies, ensuring steady performance and effective risk management.
  • Perform comprehensive research and quantitative analysis to uncover and leverage market inefficiencies, employing advanced mathematical models and statistical methodologies.
  • Continuously assess strategy performance, risk metrics, and market dynamics to ensure optimal outcomes and adjust strategies as necessary.
  • Collaborate closely with fellow portfolio managers, researchers, and the technology team to improve trading infrastructure and strategy execution.

Qualifications and Skills:

  • Advanced degree (PhD, MSc) in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
  • A minimum of 5 years of experience as a Quantitative Portfolio Manager or Trader, or in a comparable role within a hedge fund or proprietary trading environment.
  • Proven track record of managing successful unique strategies with limited scalability and high Sharpe ratios.
  • Expertise in programming languages such as Python, R, C++, or Java, along with experience in statistical and machine learning techniques.

Preferred Qualifications:

  • Experience with alternative data sources and innovative data analysis methodologies.
  • Familiarity with high-frequency trading (HFT), market microstructure, factor investing, statistical arbitrage, mean reversion, trend following, or similar strategies.
  • Demonstrated ability to thrive in a collaborative, fast-paced environment.

Compensation and Benefits:

  • Attractive compensation package, inclusive of performance-based incentives.
  • Opportunities for professional growth and a culture that promotes continuous learning.
  • Become part of a firm leading the way in quantitative strategies.

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