Quantitative Portfolio Manager – Systematic Equities | London

We are working with an established London-based hedge fund seeking a Quantitative Portfolio Manager to work directly with the founder in managing risk on their largest book.

The fund currently combines discretionary and quantitative approaches and is looking for someone with experience in building and implementing systematic equity strategies. The role will focus on enhancing signal-driven risk-taking and developing scalable frameworks that integrate macro and factor-based insights.

Key Responsibilities

• Collaborate with the founder to develop and refine quantitative frameworks for signal generation, portfolio construction, and risk management.

• Design and implement equity signals, particularly those linked to macro themes, risk factors, and thematic baskets.

• Contribute to the systematisation of discretionary processes into rules-based, market-neutral strategies.

• Build tools and infrastructure to support ongoing signal research and strategy development.

Candidate Requirements:

• Direct experience taking risk in equity markets as a Portfolio Manager, Sub-PM, or Trader.

• Track record in signal design, factor rotation, or theme replication.

• Strong quantitative skills, with the ability to build and implement strategies from end to end.

• Understanding of macro markets and how they relate to equity factor exposures.

• Programming and data analysis skills (e.g. Python, R).

• Prior experience at a systematic or quanta mental equity fund is preferred.

This is a London-based position, and applicants should ideally have the right to work in the UK.