Portfolio Manager Data-Driven) L​/S Equity

This global investment team is built up of highly autonomous portfolio managers, each running concentrated long/short books across a defined sector universe. The firm has invested heavily in proprietary data and analytical tooling, giving investors an unusually direct line between original research and portfolio impact. Decision-making is fast and unbureaucratic, with individual contribution easy to see and reward.

To support its next stage of growth, the firm is hiring skilled analysts and PMs who can combine traditional bottom-up research with a comfort for structured, data-driven thinking.

• Own a defined coverage universe end to end: idea generation, modelling, thesis-writing, and ongoing monitoring
• Build and maintain detailed financial models, stress-testing assumptions against a wide range of scenarios
• Use structured data and quantitative screens to sharpen where and how you focus your fundamental work, rather than as a substitute for it
• Take direct ownership of position sizing, risk, and book construction alongside idea generation
• Present and defend investment views directly to peers, with performance judged on the quality and timeliness of your calls
• Work closely with the firm's research and data teams to keep expanding the toolkit available to you

• 5+ years in equity research, long/short investing, or a comparable analytical or portfolio management role within markets
• Excellent fundamental research skills: financial statement analysis, industry work, and clear investment writing
• A numerate background (maths, physics, engineering, statistics or similar) with genuine comfort around data and structured reasoning
• Able to move fluidly between qualitative judgement and quantitative rigour, and contribute to a number of different research approaches

• This is a permanent role; contract applicants will not be considered.
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