Senior Quantitative Portfolio Manager (PM) – Global Industry Leader/Systematic Multi-Manager – New York/London – TC Base of up to 500K USD + % PnL

About the role

Manage portfolio risk and develop and deploy systematic quantitative strategies across equities, global macro, or credit for high-, intraday-, and medium-frequency trading. Oversee automated execution, trading performance, and transaction costs, while establishing a trading pod and supervising a small team of quantitative researchers and developers. Candidates should currently manage risk at a reputable competitor fund or systematic proprietary trading firm and have at least one year of PnL track record with a minimum Sharpe ratio of 2.5 for intraday or medium-frequency trading. They need an advanced degree in a scientific, quantitative, or computational discipline and working proficiency in C++ or Python.