Equity Statistical Arbitrage Portfolio Manager, London

We are working with an investment firm to appoint an experienced Equity Statistical Arbitrage Portfolio Manager in London.

The mandate focuses on mid frequency equity statistical arbitrage, with holding periods spanning intraday to short term. The position offers responsibility across the full investment process, from idea generation and strategy development through to portfolio construction, implementation and ongoing risk management.

The successful candidate will bring a demonstrable track record of managing a live portfolio and taking direct responsibility for investment performance. This is a senior appointment suited to an experienced PM who remains closely involved in investment decisions and the day to day management of risk.

Key Responsibilities:

1. Develop and manage equity statistical arbitrage strategies across intraday and short term horizons
2. Generate investment ideas and oversee their development through to live implementation
3. Take direct responsibility for portfolio construction, position sizing and risk management
4. Monitor performance, trading costs and portfolio exposures
5. Assess strategy capacity, scalability and changing market conditions
6. Refine the investment process to support consistent performance

Candidate Profile:

1. Substantial experience in equity statistical arbitrage
2. Proven experience managing a live book with direct responsibility for risk and P&L
3. Experience managing significant capital, ideally a portfolio of $500 million or more
4. Strong understanding of portfolio construction, trading and risk across shorter holding periods
5. Ability to generate and implement investment ideas independently
6. Practical investment judgement supported by a demonstrable track record
7. Programming expertise is not a prerequisite

To apply, please send your CV to

mailto:quantresearch@octaviusfinance.com