Systematic Mid Frequency Portfolio Manager- 2+ years- Global Quantitative Fund- $500K++ recruitment

Overview

The firm are an established and prestigious quantitative hedge fund with a presence in Asia, Europe and the US. They were one of the first hedge funds to move from floor trading to a fully systematic and electronic trading platform. Historically the firm has been a major player within the high frequency space having capture large shares of alpha within this space over the past 2 decades. But after strategic shifts the group are now looking for mid frequency portfolio managers for their global offices. In terms of holding periods the group are looking at candidates with strategies that vary from daily up to monthly holding periods. The firm is looking to scale up strategies up to $100MN upwards, so candidates must have a recent live track record of trading at least $5MN as a minimum because of scalability issues- without affecting the performance of the strategy.

Role

You will be responsible for the design and development of systematic mid frequency strategies. Playing a major part in the build out of the firm’s mid frequency business you will have ownership of risk and be responsible for the research and development of quantitative trading strategies. In addition, you will have the opportunity to build your own team and internal business whilst contributing to the firm’s global alpha. The firm has the capacity to hire teams but would prefer standalone portfolio managers. The firm operate across the commodities, equities, FX and futures markets but are keen to expand into other markets also.

You

• Must have a live track record of at least 18 months of systematic mid frequency trading

• Sharpe of 1.5+

• Scalable strategies

• Quantitative mindset is desirable

•  A researcher who can demonstrate what his algorithms/ strategies have generated will also be considered

Contact                                                  

If you find this role of interest, please contact Rizwaan Ahmed at +44 (0)20 3178 5678 or via email on apply@mavenalpha.com quoting the reference RZAM.