Quant Equity Portfolio Manager: Alpha Signals & Systematic Trading

A leading global hedge fund in Paris seeks a Quantitative Equity Portfolio Manager to run capital and develop alpha-driven strategies in a collaborative environment. The ideal candidate will have at least 5 years of capital management experience within hedge funds, a proven track record of generating significant Pn

L, and the ability to deploy systematic investment strategies. This role offers an opportunity to contribute to a high-performing team and manage dedicated capital allocations.

#J-18808-Ljbffr