Equities Porfolio Manager

We’re partnering with a leading multi-strategy hedge fund that’s quietly redefining what performance looks like in the systematic space. They’re looking to bring on a Systematic Equities Portfolio Manager with a Sharpe ratio north of 2.0, a strong quantitative foundation, and the creativity to push alpha beyond the noise.

This is not a “plug-and-play” seat—it’s a platform built for builders
. You’ll have access to institutional capital, first-class tech, and a data ecosystem that actually works, so you can spend your time doing what matters: generating returns.

• Run systematic equities strategies with mid-frequency holding periods (hours to days).

• Build and refine models across alpha research, risk management, and execution.

• Work hand-in-hand with world-class engineers and data scientists to scale signal research and production.

• Expand your strategy’s capacity within a risk-managed, collaborative environment.

• Proven track record with a Sharpe ratio > 2.0 over multiple years.

• Strong quantitative chops: statistics, machine learning, factor modeling, signal construction.

• Systematic or semi-systematic equities experience (mid-frequency preferred).

• Solid coding ability in Python, R, or C++ and comfort working with large data sets.

• A mix of research curiosity and execution discipline—someone who knows how to build alpha and protect it.

• Highly competitive P&L-based payout structure
  . (20-35%)

• Access to deep capital, world-class infrastructure, and data partnerships.

• Platform culture that values autonomy, transparency, and collaboration.

• The kind of resources that let you move fast—and scale what works.

If you’re a systematic PM with a proven edge and the desire to scale in a global, performance-driven environment, this platform is the real deal.