Quantitative Portfolio Manager
Quant Portfolio Manager
Alexander Black Recruitment is urgently looking for a Quant Portfolio Manager to join our high profile client.
Our client is one of the largest Quant Investment managers globally, with around £20 billion under management. They are mainly quant based but have High frequency and systematic exposure.
The Portfolio Manager will:
- Run a £100 to £300 million quant book
- Make investment decisions on relative value, security and instrument selection and portfolio structure.
- Execute transactions in cash and derivative markets
- Employ an active trading strategy
Candidates MUST have:
- At least 5 years industry experience
- Fully Quantitative or Systematic trading strategy
- Proven Track record
- Sharpe 2.0 or higher
- Mid to high frequency exposure.
- Equities, FX and futures asset classes.
If you are looking to branch out and set up your own fund, now is maybe not the best time in the market. My client on the other hands offers a market leading PnL share, the best infrastructure in the market and the capital to play with very large strategies. They offer support and development as well as some of the best performance in the market. Their directors are well known and provide development through their research team.
My client is based in New York (Stamford)
If this sounds of interest then please send your most recent cv to banking@alexanderblackrecruitment.co.uk or call James Holland on 00 44 207 590 3681
Quant algo, stat arbitrage, high frequency, trader trading, CTA, trend following, low latency, sub second, stats, C++ , market Data, Linux, Data, Matlab
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