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. What You’ll Do • 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. What We’re Looking For • 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. Why It’s Worth a Conversation • 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. Apply tot his job