Systematic Portfolio Manager

2 days ago

London, Greater London, United Kingdom G-NIUS | Powered by Goodman Masson Full time

Systematic Portfolio Manager - Relocation to Oman

Location:
Muscat, Oman

Employer:
Growing Investment Management Firm

We're seeking a talented Systematic Portfolio Manager, who is open to
relocating to Oman
to join a rapidly expanding investment management firm. This is a high-impact role for someone who wants real ownership, fast responsibility, and the opportunity to build and run systematic portfolios in a dynamic, entrepreneurial environment.

Role Overview

As a Systematic Portfolio Manager, you will take immediate responsibility for several live sub-portfolios, transitioning them to fully systematic oversight within the first three months. You will lead research, development, deployment, and ongoing management of data-driven investment systems, working closely with the CIO and broader investment team.

Key Responsibilities

  • Take over and systematize multiple existing sub-portfolios within 3 months, including signal integration, risk controls, and performance analytics.
  • Lead full-cycle development of quantimental investment systems-from hypothesis and empirical testing to production deployment.
  • Build modular, production-quality Python codebases using modern analytics, ML, and statistical tools.
  • Conduct research across econometrics, machine learning (RF, XGBoost, feature engineering), and regime-based modelling.
  • Identify and manage modelling risks including lookahead bias, data leakage, overfitting, slippage, and market-impact effects.
  • Design, test, and oversee multi-system, multi-regime strategies for real portfolio implementation.
  • Work directly with the CIO on strategy refinement, validation, and portfolio construction.
  • Produce and communicate regular strategy updates across digital channels (email, dashboards, WhatsApp Business, etc.).
  • Manage digital distribution lists, product access links, and ensure smooth communication with internal/external stakeholders.
  • Partner with Sales, Marketing, and Compliance to ensure materials meet brand, regulatory, and client standards.

Qualifications & Experience

  • Strong academic background in mathematics, statistics, quantitative finance, engineering, computer science, or related fields.
  • Demonstrated ability to take ownership of live portfolios and deploy systematic strategies quickly-ideally with experience stepping into portfolio responsibility on tight timelines.
  • Minimum
    2+ years
    of experience in quantitative research or systematic portfolio management within asset management, hedge funds, or proprietary trading.

Technical Skills

  • Advanced Python engineering skills with experience building modular, maintainable research and production systems (NumPy, pandas, scikit-learn, XGBoost, statsmodels, plotting libraries, MLOps utilities).
  • Strong knowledge of backtesting frameworks, walk-forward and rolling-window testing, and model-validation best practices.
  • Practical experience managing model bias, operational risk, and research-to-production transitions.
  • Equities experience preferred; strong candidates from macro, FX, fixed income, or commodities backgrounds will also be considered.

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