Portfolio Manager

Director | Quantitative Recruitment Expert | Connecting Hedge Funds & Prop Trading Firms with High-Calibre Quant Talent | Speed to Market & Quality…

A leading global multi-manager platform is seeking an experienced Systematic Rates Sub-Portfolio Manager to join its expanding macro and fixed income business in London. The team operates within a highly collaborative, data-driven environment, backed by institutional infrastructure and robust capital allocation.

This is an opportunity for a proven systematic rates specialist to take ownership of their strategy within a well-capitalized platform offering full operational and research support.

Key Responsibilities

• Manage and scale systematic rates strategies across global developed and emerging markets.
• Lead alpha research, signal design, and portfolio construction within a well-defined risk and capital framework.
• Partner with technology and quant engineering teams to refine research infrastructure and production systems.
• Contribute to cross-asset collaboration with other systematic and macro portfolio teams.

Requirements

• Demonstrated track record managing over $200m in systematic rates strategies.
• Deep expertise across sovereign yield curves, swaps, bonds, futures, and relative value modeling.
• Strong background in alpha research, portfolio optimization, and execution cost modeling.
• Proficiency in Python and/or C++, with hands‑on experience developing research and production code.
• Excellent understanding of signal capacity, turnover dynamics, and market microstructure.
• Strong communication skills and a collaborative mindset.

The successful candidate will have the autonomy to run their own book within a scalable global platform offering competitive payouts, deep data resources, and institutional‑grade support.

If you have a demonstrable record of systematic performance and are exploring your next step within a top‑tier multi‑manager environment, we’d like to hear from you.

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