We are working directly with the founder of a well-known hedge fund to hire a Senior Portfolio Manager (PM) for Systematic Equities. This is a unique opportunity to lead a large, high-performing team and drive systematic alpha generation within a well-capitalized, institutionally backed platform.
For the right candidate, this opportunity may include a Separately Managed Account (SMA) structure, allowing for independent capital deployment while leveraging the firm’s best-in-class infrastructure, execution, and operational support.
This role is ideal for a senior-level Portfolio Manager with a strong track record in systematic equities and proven experience in managing large teams. You will oversee alpha research, portfolio construction, risk management, and execution strategies across global equity markets.
As a key hire working directly with the founder, you will have the opportunity to shape the next phase of systematic equity investing at one of the industry’s most respected firms.
- Develop and scale systematic equity strategies (market-neutral, statistical arbitrage, factor investing, intraday/mid-frequency trading).
- Lead and manage a large team of quant researchers, traders, and engineers, ensuring a culture of innovation and performance.
- Oversee portfolio construction, risk management, and execution algorithms, optimizing for return stability and scalability.
- Utilize alternative datasets, deep learning, and machine learning models to enhance alpha generation.
- Deploy strategies globally, ensuring efficient capital allocation across regions and instruments.
- Manage and optimize execution algorithms to reduce trading costs and improve implementation efficiency.
- Potential to run a Separately Managed Account (SMA) for independent capital deployment while benefiting from the firm’s infrastructure.
- Collaborate directly with the founder and senior leadership to drive strategic initiatives.
- 10+ years of experience in systematic equity portfolio management at a hedge fund, asset manager, or proprietary trading firm.
- Proven track record of generating strong risk-adjusted returns (Sharpe 2.0+ over multiple years).
- Experience managing and scaling a high-performing team (10+ quants, traders, engineers).
- Expertise in quantitative modeling, portfolio optimization, and execution strategies.
- Proficiency in programming (Python, C++, R) and experience with cloud computing, distributed systems, and alternative datasets.
- Deep understanding of market microstructure, factor-based strategies, and portfolio risk management.
- Ability to operate independently within an SMA structure, efficiently managing capital and research initiatives.
- Direct access to the founder of a top-tier hedge fund, offering unparalleled strategic influence.
- Significant capital allocation with potential for a Separately Managed Account (SMA) structure.
- Full autonomy to build and scale a team, backed by world-class infrastructure and execution capabilities.
- Access to institutional-quality data, technology, and research resources.
- Highly competitive compensation package (base + PnL-based profit-sharing).
- A long-term institutional commitment to systematic equity investing, providing stability and scalability.
If you are an experienced Portfolio Manager with a strong track record in systematic equities and are looking for an opportunity to run a large team or manage an SMA within a leading hedge fund, now to discuss this exclusive opportunity.
