Equity Long​/Short Portfolio Manager - Hedge Fund

One of the world's leading hedge funds - and one of the strongest payers in the market - is expanding its equity long/short business and hiring sharp, idea-driven talent from Associate through to established PM.

This is a pod seat on a global equity book: fundamental L/S, single-stock alpha, market-neutral construction.

The client is genuinely flexible on candidate location for the right profile. Relocation and alternative hub arrangements considered.

• A multi-strategy hedge fund running tens of billions in AUM across equities, macro, fixed income and commodities
• Consistently one of the top compensators on the buy-side — uncapped, directly performance‑linked payouts that reward your PnL
• Best‑in‑class risk, data and execution infrastructure behind every trade, so you spend your time generating alpha.

• 2–5 years PM experience in equity long/short at a multi‑manager platform, single‑manager fund, or top‑tier sell‑side equity research
• An attributable track record — minimum 1.5 Sharpe ratio (audited / verifiable PnL strongly preferred)
• Rigorous fundamental process, real variant perception, and disciplined risk management
• Strong modelling and the ability to run a clean, hedged book