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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