Junior Quantitative Portfolio Manager, Systematic Macro

Location City of London, Greater London, England
Discipline: Quantitative Investing
Contact name: James Drysdale

Contact email: james@winston-fox.co.uk
Job ref: SFTDFTR2
Published: 4 months ago
Startdate: 2021

Hiring for an experienced and ambitious Quantitative Strategies (fully systematic) professional to join a new team, at top-flight Global Hedge Fund, led by a very high profile Portfolio Manager with a significant track record of extracting alpha from the markets using intraday and daily QuantMacro systems, and on an extremely large book.


In this position, you will be 2IC to the Portfolio Manager, Your responsibilities will be wide and varied, starting with building the book from scratch, existing strategy development & optimisation, model implementation, new alpha signal/strategy research, and portfolio construction. This is to achieve its PNL target of $50mn.


For this position, we are looking for a successful senior quantitative analyst or quantitative trader from another good hedge fund or proprietary trading (large or small) with a DNA in Quantitative driven strategies., and ideally in short-horizon models (intraday to 1-week holding). You will be fully hands-on in quantitative alpha / signal research using a variety of data sources for cross-asset models such as Equity Futures, FX Futures, IR Futures, Commodity Futures, ETF Futures, Credit Futures. Trading across various exchanges such as CME, CBOT, NYMEX, ICE, LME, EUREX, Euronext, and OMX.


This is a senior and experienced hire welcoming applications from Associate, VP, Director, and possibly MD (hands-on) level candidates with a strong track record and relevant Quantitative R&D experience on short-term automated strategies. Professionals lacking experience in portfolio management and construction but have the Quant R&D are urged to apply as this is an area the manager is willing to mentor and train the successful candidate.


As part of the position, you will also be heavily involved in programming for prototyping, modelling and production. The manager himself polyglot but they are mostly using Python for Research and C++ for production, but most languages are considered.


This position is available to start now with bonus buyout and guaranteed year one compensation, or available to start 2021. The Portfolio Manager will be based in London but this hire could be based also be based remotely in France and Switzerland.



  • Minimum 4 years of commercial experience in Quantitative R&D for systematic trading strategies

    Deep quant research experience on automated strategies with a holding period between intraday and one week

  • Proven experience developing and implementing predictive alpha signals

  • Strong coding skills such as Python, C++, Java, etc for prototyping, modelling and production.

  • Excellent quantitative finance and pricing theory, Mathematics or Statistics, Optimisation, Probability or Machine Learning skills and academic background

  • Portfolio Management and Portfolio Construction exposure and training are desirable.



This Hedge Fund is one of the World’s largest and most respected firms, with several tens of billions of assets under management.



Competitive base salary

Year one guarantee/Bonus buyout

PNL Performance bonus

Executive benefits package

Relocation is available but visa sponsorship is not available currently.