Long/Short Systematic Cash Equities PM - London-Based Hedge Fund

We are working with an established London-based hedge fund seeking a Quantitative Portfolio Manager to join and support the founder in managing risk on their largest book. The fund currently takes risk in a discretionary manner while utilising quantitative techniques. This individual will ideally have experience systematising discretionary processes, building quant frameworks, and taking risk within a market-neutral framework. In order to apply, you must have: Experience taking risk within the equity space as a PM or Trader A track record of automating rules-based approaches to discretionary trading/risk-taking Experience building frameworks for funds to allocate signals A strong understanding of macro markets and factor rotation The role is London-based, so applicants should ideally have permission to work in the UK. Prior experience in a systematic equity market-neutral fund will be considered an advantage. To apply, please reach out to mailto: