Quantitative Portfolio Manager - Anson McCade

Onsite Working

Intraday/Mid Frequency Equity/Futures Portfolio Manager - Systematic Strategies

Our client is a multi‑manager hedge fund that covers intraday and mid‑frequency trading strategies across liquid markets. The firm is looking for PMs trading intraday/mid‑frequency strategies in equities or futures markets to set up their own teams globally, including offices in New York, London, Paris, Singapore, and Dubai.

Compensation: €150,000-250,000 EUR with a formulaic bonus. Permanent role located in Paris, Île‑de‑France, France.

Role Overview: Build a team of Quant Researchers and Traders or operate as a standalone PM. Design, backtest, deploy, monitor and optimise trading strategies. Manage a book targeting Sharpe ratios above 2 and GMV returns above 3%.

Responsibilities

• Build a team of Quant Researchers and Traders or operate as a standalone PM.
• Design, backtest, and deploy trading strategies, monitor and optimise them over time.
• Manage a book and target Sharpe ratios above 2 and GMV returns above 3%.

Qualifications

• Master or PhD level degree in a numerate field (e.g., Engineering, Physics, Mathematics, Computer Science).
• Proficiency in Python; experience in C/C++ is preferred.
• At least three years experience as a Quantitative Researcher/Trader, using machine/deep learning or statistical modeling techniques for strategy research and optimisation.

Successful candidates will have experience researching, developing and monitoring strategies, and will be skilled in programming languages such as Python and C++.