Octavius Finance
Portfolio Manager
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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.
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Requirements
- 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
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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 quanttrading@octaviusfinance.com
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