Systematic RV Portfolio Manager

I am working with several global multi strat Hedge Funds and Prop Firms as they seek to build their Systematic RV offering. We are looking for Senior Systematic RV Portfolio Managers to join these firms Role and Responsibilities: Develop, implement, and manage Systematic Relative Value (RV) strategies across a range of asset classes, such as equities, fixed income, commodities, and currencies. Collaborate with colleagues to build models and improve existing strategies. Regularly backtest, optimize, and monitor strategies Monitor portfolio risk metrics, ensuring that all strategies operate within predefined risk limits (e.g., VaR, drawdowns, exposure limits). Utilize advanced analytics and risk management systems to enhance decision-making processes and safeguard capital. Stay updated on macroeconomic, industry-specific, and global market developments that could affect RV strategies. Engage in continuous research to identify new opportunities in volatility arbitrage, mean reversion, and multi-asset RV strategies. Collaborate with other portfolio managers and teams to share insights and improve cross-strategy synergies. Mentor junior team members and contribute to building a collaborative and high-performing culture. Skills and Qualifications: A minimum of five years’ consistent track record of generating at least $10m PnL Sharpe Ratio of 1.5 or higher. Deep expertise in systematic RV strategies, including experience with statistical arbitrage, mean reversion, volatility strategies, and / or multi-asset RV arbitrage. Proficiency in quantitative research, and statistical analysis. Python, R, C++, or MATLAB, and familiarity with systematic trading infrastructure. PhD in a quantitative discipline eg. Maths, Physics, Computer Science, Financial Engineering The Offer: Highly competitive compensation package, including base salary and performance-based bonuses aligned with the firm’s profitability structure.