Job Description
Company Overview:
I am reaching out on behalf of my client who are a leading global hedge fund with a multi-billion-dollar AUM and a strong track record of delivering alpha across asset classes. With offices in major financial centres and a collaborative, performance-driven culture, we focus on applying deep fundamental research, quantitative insights, and disciplined risk management to achieve superior returns for our investors.
Position Summary:
They are seeking a highly skilled and entrepreneurial Portfolio Manager (PM) across any asset class to join their London office. The PM will be responsible for generating consistent, risk-adjusted alpha within a defined mandate and risk budget. The ideal candidate brings a proven investment track record, strong market insights, and the ability to operate with autonomy within a global, multi-asset framework.
Key Responsibilities:
* Develop and implement investment strategies across one or more asset classes (e.g., equities, fixed income, commodities).
* Generate and manage a portfolio that aligns with firm-wide risk and return objectives.
* Conduct in-depth market, sector, and company research to support high-conviction investment decisions.
* Collaborate with internal research analysts, data scientists, and risk teams to refine strategies and uncover new opportunities.
* Maintain adherence to firm-wide and mandate-specific risk controls, limits, and compliance standards.
* Actively monitor portfolio performance and adjust positioning as needed based on market developments.
* Mentor junior team members and contribute to a culture of excellence, integrity, and innovation.
Requirements:
* Proven track record of alpha generation with a verifiable multi-year P&L (typically > $20M annually, depending on strategy).
* 7+ years of experience as a Portfolio Manager, Senior Analyst, or Trader at a leading hedge fund, asset manager, or proprietary trading firm.
* Expertise in one or more of the following: Global Equities (L/S or market neutral), Volatility, Systematic or Quant Strategies.
* Strong risk management discipline with demonstrated ability to manage capital within defined drawdown and volatility limits.
* Proficiency in portfolio construction, statistical modeling, and/or systematic research tools (Python, R, MATLAB, SQL preferred).
* Exceptional analytical, decision-making, and communication skills.
* Advanced degree in Finance, Economics, Mathematics, Engineering or related field. CFA or MBA a plus.