Description

Octavius Finance, a specialist recruiter within quantitative financial markets, is working exclusively with a leading buy-side investment firm seeking to hire a Senior Systematic Macro Portfolio Manager into its alternatives and absolute return business.

The firm manages multi-billion-dollar assets across a range of institutional mandates and is looking to add an experienced investor with a proven track record of managing capital within systematic or model-driven macro strategies. This is a senior investment role offering direct involvement in portfolio management, strategy development, and the continued evolution of the platform.

The team operates a fully systematic investment process across global liquid markets, deploying directional and relative value strategies with typical holding periods of one to three months. Investment decisions are driven by quantitative models, with a strong emphasis on portfolio construction, risk allocation, and efficient implementation.

The successful candidate will bring experience running capital within a systematic macro, quantitative macro, or model-driven multi-asset strategy and will play a key role in shaping investment outcomes across the platform.

Responsibilities

1. Manage and contribute directly to systematic macro portfolios across global liquid markets
2. Develop, enhance, and implement quantitative investment strategies across asset classes
3. Drive portfolio construction, risk budgeting, capital allocation, and optimisation processes
4. Generate and evaluate new sources of alpha within a systematic investment framework
5. Work closely with researchers, developers, and fellow portfolio managers to improve existing models and investment processes
6. Contribute to strategic decisions regarding portfolio positioning, risk management, and mandate development
7. Support the growth and evolution of the firm's systematic macro capabilities

Requirements

1. Proven experience managing capital within a systematic macro, quantitative macro, or model-driven investment strategy
2. Strong understanding of portfolio construction, risk allocation, optimisation, and systematic investment processes
3. Experience operating within an absolute return, hedge fund, or institutional asset management environment
4. Demonstrable track record of applying quantitative techniques to real-world portfolio management decisions
5. Strong programming and analytical skills with the ability to assess and improve systematic investment models
6. Deep understanding of global macro markets and liquid instruments across rates, FX, equities, and commodities
7. Ability to work effectively within a collaborative investment team

Experience managing institutional portfolios within an asset management, hedge fund, or alternative investment environment would be particularly attractive.

What's on Offer

1. Senior investment role with direct influence over portfolio construction and investment outcomes
2. Exposure to a sophisticated systematic macro platform managing significant institutional capital
3. Collaborative environment with substantial resources and long-term growth ambitions
4. Competitive compensation package including performance-related incentives and profit participation

For a confidential discussion, please contact:

mailto:quantresearch@octaviusfinance.com