Portfolio Manager

A large investment manager with a globally recognised multi-strategy investment platform is actively expanding its Portfolio Manager team across Systematic, Quantamental and Fundamental investment styles. The firm manages capital across asset classes at scale and has built out the data infrastructure, execution capabilities and operational support required to enable high-calibre PMs to focus on what matters most: research, alpha generation and portfolio construction.

The firm is open to both internal progression and external PM hires, depending on the candidate's experience, investment style and track record. This is a compelling opportunity for established PMs and senior researchers who are ready to step into or continue in a PM seat on a well-resourced, institutional-grade platform.

The Opportunity

Portfolio Managers will be responsible for developing and deploying investment strategies within their area of expertise, leveraging the firm's shared infrastructure, technology, data and operational support. The platform is designed to allow PMs to concentrate on alpha generation, portfolio construction and risk management, with robust execution and back-office resources provided centrally.

The firm is hiring across three distinct investment styles:

Systematic

• Quantitative, model-driven strategies across global equities, futures or multi-asset
• Signal development, portfolio construction and execution automation
• Statistical arbitrage, trend following, factor strategies and related approaches
• Strategies with scalable, repeatable alpha signals

Quantamental

• Research-driven strategies combining quantitative tools with fundamental insight
• Data-enhanced fundamental analysis, alternative data integration and systematic screening
• Equity long/short or macro with a structured, repeatable investment process
• Candidates comfortable operating at the intersection of data science and fundamental judgement

Fundamental

• Deep fundamental research with a conviction-driven, concentrated or diversified approach
• Equity long/short, global macro or sector-specialist strategies
• Clear investment thesis, disciplined risk management and a defined edge
• Track record of generating risk-adjusted returns in a similar environment

Ideal Candidate

The firm is looking for experienced investment professionals who have demonstrated a clear and repeatable investment edge. Across all three styles, ideal candidates will have:

• A well-defined strategy with an established and verifiable track record
• Experience running or contributing to a profitable book within an existing pod, fund or institutional platform
• Strong risk awareness and a structured approach to portfolio construction and position sizing
• The ambition to deploy and scale their strategy within a well-capitalised, supportive platform
• A collaborative mindset suited to operating within a multi-manager environment

Typical Strategy Characteristics

Whilst requirements will vary by investment style and strategy, the firm typically looks for:

• Sharpe ratio of 1.5+ (annualised)
• 3%+ return on GMV
• Strategies with meaningful capacity and the potential to scale
• Clearly defined alpha sources and a robust risk management framework

Requirements

Requirements will vary by investment style, but across all mandates candidates should demonstrate:

Systematic:

• Deep expertise in signal development, portfolio construction and execution for quantitative strategies
• Strong technical capabilities in data analysis, statistical modelling and programming (Python / C++ preferred)
• Advanced academic background in a quantitative discipline (STEM MSc / PhD preferred)

Quantamental:

• Demonstrated ability to combine data-driven tools with fundamental analysis in a structured investment process
• Experience working with alternative data sets and quantitative screening methodologies
• Strong academic background; quantitative or finance-related degree preferred

Fundamental:

• Proven fundamental research skills with a clear investment philosophy and edge
• Experience managing or contributing to a long/short or directional book with institutional-grade risk management
• Sector depth or macro expertise relevant to the proposed strategy

These roles are ideally suited to established Portfolio Managers or ambitious senior researchers and sub-PMs who have developed a repeatable investment approach and are seeking the right institutional platform to deploy and grow their strategy.