Portfolio Manager, Alternative Risk Premia
Core
Lead the research, construction, and day-to-day management of Alternative Risk Premia (ARP) strategies, blending quantitative research with real-money portfolio management across multiple asset classes.
Role type
Senior IC Portfolio Manager (Systematic/Quant Finance)
Builds
Systematic investment strategies and diversified portfolios for global clients
Domain
Asset Management / Quantitative Finance / Factor Investing
Deliverable
production ML models | product features
Required skills
Systematic/quant finance experience, ARP portfolio management, Python/AI coding, derivatives trading, quantitative research, team leadership, risk management
Preferred skills
Advanced degree (Masters/PhD), CFA/CQF/FRM certification, track record of publishing research, experience managing quant researchers
Technologies
Python, AI coding tools, equity futures, swaps, FX forwards, commodity futures
Responsibilities
Own end-to-end management of the ARP book including research, construction, implementation, and risk budgeting; Research, design, and validate systematic signals for statistical robustness; Define and monitor risk discipline frameworks; Oversee a team of quantitative researchers; Engage with clients to support marketing and distribution; Stay current with academic and practitioner research on factor investing
Seniority
Senior, hands-on IC with team leadership