Our client is a leading Sovereign Wealth Investment Company with a multi-billion-dollar global portfolio across public markets, alternatives, and private equity.
Known for its long-term mandate and disciplined capital allocation, the firm is building a world-class quantitative investment capability to complement its fundamental strategies.
We are seeking a Senior Portfolio Manager (Quant Strategies) to design, implement, and manage systematic, market-neutral, and absolute-return strategies at scale. This is a strategic leadership position you will be entrusted with significant capital, a mandate to innovate, and access to state-of-the-art research infrastructure.
The ideal candidate will have a proven track record of delivering consistent alpha through quantitative research, portfolio construction, and disciplined risk management, ideally within hedge funds, proprietary trading firms, or multi-manager platforms.
Key Responsibilities
- Portfolio Construction & Management:
- Design and manage systematic equity, futures, or multi-asset portfolios within defined risk parameters.
- Implement scalable strategies that can be deployed across global markets with minimal slippage and transaction costs.
- Alpha Generation & Research Leadership:
- Lead the development of alpha signals, statistical models, and factor strategies, leveraging advanced ML/AI where appropriate.
- Collaborate with quant researchers, data scientists, and technologists to turn research into production-ready signals.
- Maintain strict adherence to risk budgets, drawdown limits, and liquidity constraints.
- Continuously refine execution, slippage models, and portfolio rebalancing techniques.
- Strategic Advisory:
- Provide market insights to the CIO and Investment Committee.
- Mentor junior PMs and quant researchers to build internal capability and knowledge transfer.
Experience:
- 10+ years in quantitative research and portfolio management, with a verifiable track record of alpha generation at institutional scale.
- Exposure to global markets (equities, rates, FX, futures, or cross-asset).
Technical & Analytical Skills:
- Expertise in statistical modeling, time-series analysis, factor investing, and risk premia strategies.
- Proficiency in Python, C++, or other production-level programming languages.
- Comfort working with alternative datasets, machine learning techniques, and large-scale backtesting frameworks.
Leadership & Communication:
- Proven ability to lead teams, communicate with senior stakeholders, and operate in a collaborative, multi-asset investment environment.
- Strong decision-making skills with a disciplined approach to capital allocation.
Education:
- Advanced degree in Mathematics, Statistics, Financial Engineering, or related quantitative discipline (PhD preferred).
What Makes This Opportunity Unique
- Institutional Scale & Stability: Deploy meaningful capital with a patient, long-term investor that is not constrained by quarterly redemption pressure.
- Innovation Mandate: Opportunity to build and scale a world-class quant platform within a sovereign wealth context.
- Global Reach: Access to international markets, diverse asset classes, and deep liquidity pools.
- Strategic Impact: Direct visibility with CIO and Investment Committee; your performance shapes national investment outcomes.
