Quantitative Portfolio Manager

2 weeks ago


London, UK, United Kingdom Fortis Recruitment Full time

A pioneering hedge fund at the forefront of quantitative research and trading is looking for a Portfolio Manager for Fixed Income RV.


The role will be responsible for managing and optimizing fixed income relative value portfolios using sophisticated quantitative techniques.


This role involves developing and implementing advanced trading strategies, conducting rigorous quantitative research, and managing risk.


Role and Responsibilities:


  • Oversee and manage fixed income relative value portfolios, ensuring alignment with investment objectives and risk parameters.
  • Implement and monitor quantitative trading strategies, making adjustments as necessary to optimize returns and manage risks.
  • Conduct regular portfolio reviews and performance analysis, providing insights and recommendations to enhance performance.
  • Develop and refine quantitative models and strategies for fixed income relative value trades.
  • Analyze large datasets to identify alpha-generating opportunities and improve existing models.
  • Collaborate with the research and technology teams to integrate new data sources, tools, and methodologies into the investment process.
  • Identify, assess, and manage risks associated with fixed income portfolios, including interest rate, credit, and liquidity risks.
  • Utilize advanced risk management tools and techniques to monitor and mitigate exposure.
  • Conduct macroeconomic and credit analysis to inform investment decisions.


Skills and Qualifications:


  • Bachelor’s degree in a quant subject; advanced degree (MSc, PhD) preferred.
  • 3-5 years of experience in fixed income portfolio management, with a focus on relative value strategies.
  • Demonstrated track record with a Sharpe ratio of at least 1.5 and a maximum drawdown of 5-8% annually over the past three years.
  • Strong quantitative and analytical skills, with proficiency in programming languages such as Python, R, MATLAB, or similar.
  • Deep understanding of fixed income securities, interest rate curves, and model building.


The offer:


  • Competitive salary and performance-based bonuses.
  • Comprehensive benefits package
  • Opportunity to work with a talented and passionate team of professionals.
  • Access to cutting-edge technology and resources for research and development.
  • Dynamic and collaborative work environment.


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