Portfolio Manager, Equity Event/Index Rebalance

Location City of London
Discipline: Quantitative Investing , Discretionary Investing
Job type: Managing Director
Contact name: James Drysdale

Contact email: james@winston-fox.co.uk
Job ref: WTINDEXPMM1
Published: about 1 month ago
Startdate: 2021

FIRM

World-renown Global Quantitative Hedge Fund with $20bn AUM and 200 staff, and a 20-year track record. Systematic investment management DNA and employs some of the brightest scientific financial market minds.

 

TEAM

Start, develop and run your own Systematic Portfolio and Trading Pod. Perfect opportunities for proven and entrepreneurial money managers with deep expertise in their specialist subject. Retain IP brought, and Developed at the firm.

 

ROLE

  • Develop and deploy systematic equity event/index rebalance strategies, utilizing a proprietary research platform and risk management process.

    Develop systematic strategies which exploit statistically-based predictive signals associated with various market inefficiencies.

  • Manage own investment portfolio which will have a separately identifiable track record

 

NEEDED

  • Have a live “buyside” track record of at least two years, with a PnL of at least 5 million USD - in Equity Event / Index Rebal

    Have experience developing and running systematic, quantitative-driven strategies with annualized Sharpe 1.0+

  • Have strategies trading global equity events and index rebalances (quant driven)

  • Positions based in London

 

BENEFITS

  • Competitive base salary

    15-17% PnL formula

  • Executive package