Redwood Recruitment is delighted to partner with a prestigious global Hedge Fund seeking an experienced Portfolio Manager to lead and execute discretionary macro trading strategies across varies asset classes.
Requirments:
* Proven track record of running a profitable systematic trading strategy, with live P&L history
* Bachelors, Masters or PhD degree in a quantitative subject such as Applied Mathematics, Statistics, Computer Science or related field from a top ranked university
* Experience in one or more asset classes: equities, fixed income, FX, commodities or derivatives.
* Strong programming skills in Python, C++, R, or another relevant language.
For more info on this role or similar opportunities feel free to reach out to David.
Please Note: Due to the high volume of applications, only candidates who meet the specific criteria outlined in the job specification will be contacted.