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Systematic Equity Portfolio Manager - Hedge Fund

this job appointment has expired

Location United Kingdom,

Remuneration £100000 - £140000 per annum, Benefits: % PnL

Employment type perm

Updated 04th Dec 2017

Company Selby Jennings

Contact Scott Darroch

Phone 020 3758 8900

Email click here

Systematic Equity Portfolio Manager

A leading US multi-manager hedge fund is looking to hire an equities portfolio manager to join in London responsible for deploying a systematic trading strategy focusing on Europe. You will have a background working in another tier 1 hedge fund or you will have experience working in the prop trading arm of a leading investment bank.

You will have experience running a book of $200mm with a 3 yrs auditable track record and Sharpe 2.0 minimum. This fund is looking to make a big statement in Europe and this hire forms a key part of that.

You will benefit from full infrastructure and developer support, generous contract terms around IP, and no onerous non-compete clause! They have a very collaborative working culture, share data internally, and promote independent learning where possible in order to enhance alternative information sources. This fund has been in Europe for 10 years already and the development of their quantitative infrastructure is not a short-term play hence their commitment to the highest professional standards.

Other interesting strategies can also be considered

- Single stock or equity index volatility
- Smart beta
- Statistical arbitrage
- Index arbitrage
- Delta one

You should apply directly to quantsEMEA(AT)selbyjennings(DOT)com with a resume in WORD format.

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