Quantitative Portfolio Manager

About the role

The firm is an established multi‑strategy hedge fund looking for a Quantitative Portfolio Manager to set up and run systematic trading pods. You will own the full research, development and execution pipeline for intraday or mid‑frequency strategies across US equities, global futures and single‑stock options, while building and leading a dedicated team.

Key responsibilities

• Design, develop and trade systematic strategies with minute‑to‑hour horizons.
• Maintain and optimise trading infrastructure and tools on an ad‑hoc basis.
• Recruit, mentor and manage junior quantitative analysts and developers.
• Collaborate with the CIO and senior leadership to enhance performance and address challenges.

Required profile

• Minimum 5 years of front‑office quantitative research experience in equities, futures or options markets.
• Proficiency in Python is mandatory; C++ experience is highly desirable.
• Familiarity with R, Matlab and SQL is a plus.
• Bachelor’s and Master’s degrees from a top university; PhD preferred but not required.

Required skills

• Python
• C++
• R
• Matlab
• SQL

What we offer

• Permanent contract with a competitive salary of £150,000‑£250,000 plus performance bonus.
• On‑site work in Central London with access to leading C++/Python developers.
• Opportunity to build and lead your own trading team and own a percentage of PnL.
• Support from senior management and a strong track record of profitability.