My client is a market natural hedge fund and with a multi manager approach to capital allocation. We are looking for a portfolio manager who is self-contained, mature and with the ability to work autonomously on a well-capitalized platform with an extensive security master, in-house execution, back testing and optimization framework.
The firm have several opportunities for a quantitative equities portfolio manager with the following track record and background:
14 day holding period / turn over.
Fully systematic approach.
Net Sharpe of 2+.
Trades liquid exchange traded products such as Equities, ETF's, Index Futures.
Fully hedged to market direction.
Single digit max drawdown, preferably no higher than 7%.
Well balanced and diversified portfolio with an allocation of no more than 5% per instrument traded.
Scalable strategy ($200-$400m).
Annualized PnL of $10m+.
3+ year track record.
Detailed understanding of alpha research, portfolio construction, optimization and attribution / analytics.