Portfolio Manager

Quantitative Portfolio Manager - Macro, Futures/ETF and Cash Equities Trading

Anson McCade are working with a multi-manager hedge fund which covers intraday and mid-frequency trading strategies across liquid markets. The firm is currently looking for PMs trading intraday/mid frequency strategies in Cash Equities, Futures or FICC to set up teams in London as part of a new expansion.

They have a mandate for Quant PMs or Quant Researchers/Traders with a track record of researching, deploying and managing strategies to set up teams within the fund's multi-manager PM platform, where they will have access to the firm's tech/data for a quick time-to-market. They will be provided a significant risk allocation with strong guaranteed compensation, and PnL % payouts once trading goes live.

Successful candidates will have experience with researching, developing and monitoring strategies, and will be skilled in programming languages such as Python and C++

• Setting up a team and plugging into the fund's existing PM platform
• Designing, backtesting, and deploying trading strategies, monitoring and and optimising them over time
• Managing a book and targeting Sharpes of 2+

• A Master or PhD level degree from a prestigious university in a numerate field. Previous successful candidates have degrees in Engineering, Physics, Mathematics, Computer Science, etc.
• Coding proficiency in Python, additional experience with C/C++ is preferred.
• Prior experience as a Quantitative Trader or sub-PM/PM, where you researched strategies and managed a book - targeting a Sharpe of 2+