Global Macro Portfolio Manager – Systematic Strategies
Octavius Finance, a specialist recruiter within quantitative financial markets, is working exclusively with a leading buy-side investment firm seeking to hire a Senior Systematic Macro Portfolio Manager into its alternatives and absolute return business.
The firm manages multi-billion-dollar assets across a range of institutional mandates and is looking to add an experienced investor with a proven track record of managing capital within systematic or model-driven macro strategies. This is a senior investment role offering direct involvement in portfolio management, strategy development, and the continued evolution of the platform.
The team operates a fully systematic investment process across global liquid markets, deploying directional and relative value strategies with typical holding periods of one to three months. Investment decisions are driven by quantitative models, with a strong emphasis on portfolio construction, risk allocation, and efficient implementation.
The successful candidate will bring experience running capital within a systematic macro, quantitative macro, or model-driven multi-asset strategy and will play a key role in shaping investment outcomes across the platform.
Responsibilities
Manage and contribute directly to systematic macro portfolios across global liquid markets
Develop, enhance, and implement quantitative investment strategies across asset classes
Drive portfolio construction, risk budgeting, capital allocation, and optimisation processes
Generate and evaluate new sources of alpha within a systematic investment framework
Work closely with researchers, developers, and fellow portfolio managers to improve existing models and investment processes
Contribute to strategic decisions regarding portfolio positioning, risk management, and mandate development
Support the growth and evolution of the firm's systematic macro capabilities
Requirements
Proven experience managing capital within a systematic macro, quantitative macro, or model-driven investment strategy
Strong understanding of portfolio construction, risk allocation, optimisation, and systematic investment processes
Experience operating within an absolute return, hedge fund, or institutional asset management environment
Demonstrable track record of applying quantitative techniques to real-world portfolio management decisions
Strong programming and analytical skills with the ability to assess and improve systematic investment models
Deep understanding of global macro markets and liquid instruments across rates, FX, equities, and commodities
Ability to work effectively within a collaborative investment team
Experience managing institutional portfolios within an asset management, hedge fund, or alternative investment environment would be particularly attractive.
What's on Offer
Senior investment role with direct influence over portfolio construction and investment outcomes
Exposure to a sophisticated systematic macro platform managing significant institutional capital
Collaborative environment with substantial resources and long-term growth ambitions
Competitive compensation package including performance-related incentives and profit participation
For a confidential discussion, please contact: