Systematic Equity Stat-Arb Portfolio Manager - $20bn+ Global Hedge FundLocation - London, Geneva or New York
Description:Our client is a globally recognised hedge fund with over $20bn in assets under management and an established presence across major international financial centres. The firm combines deep investment expertise, a global research platform and sophisticated risk management to identify opportunities across financial markets.
As part of its continued investment in systematic strategies, the firm is looking to recruit an exceptional Portfolio Manager specialising in equity statistical arbitrage. This is an opportunity to join a well-resourced institutional investment platform with the infrastructure, capital and research capabilities to support the development and scaling of differentiated systematic strategies.
The Opportunity:The mandate is focused on identifying and exploiting market-neutral and relative-value opportunities across equity markets through rigorous quantitative research and systematic trading. The firm is interested in established PMs with a demonstrable track record in equity stat-arb, strong research capabilities and a repeatable source of alpha.
The successful candidate will have ownership of strategy development, portfolio construction, risk allocation and live trading performance, with access to sophisticated technology and research resources. There is scope to enhance existing approaches, develop new signals and scale successful strategies within a high-calibre investment environment.
Key Responsibilities:- Develop and manage systematic equity statistical arbitrage strategies.
- Identify new sources of alpha through quantitative research, statistical modelling and empirical analysis.
- Design and refine predictive signals, relative-value models and portfolio construction frameworks.
- Manage capital allocation, factor exposures, hedging and portfolio-level risk.
- Monitor live PnL, performance attribution, drawdowns and strategy behaviour across market regimes.
- Evaluate transaction costs, execution quality, capacity and scalability.
- Work with quantitative researchers and technology teams to strengthen research and trading infrastructure.
Ideal Candidate:- An established Systematic Portfolio Manager with a proven track record in equity statistical arbitrage.
- Demonstrable ability to generate consistent, risk-adjusted returns from systematic equity strategies.
- Strong expertise in market-neutral, relative-value or other quantitative equity approaches.
- Deep quantitative research capabilities, including statistical modelling, signal development and rigorous backtesting.
- Strong understanding of portfolio construction, risk management, factor exposures and execution.
- Programming proficiency in Python and experience working with large-scale financial datasets.
- Experience at a leading quantitative hedge fund or systematic investment firm.
What's on Offer:- The opportunity to join a global hedge fund with $20bn+ AUM.
- Access to sophisticated research infrastructure, technology and institutional capital.
- Meaningful ownership of strategy development and investment performance.
- Scope to develop and scale differentiated systematic equity strategies.
- A high-calibre investment environment with a strong focus on research quality and risk-adjusted returns.
- Location flexibility across London, Geneva or New York.
