Portfolio Manager

Role overview

A well-capitalised investment manager with a globally recognised multi-strategy platform is growing its Portfolio Manager bench across systematic, quantamental, and fundamental approaches. The organisation oversees capital across multiple asset classes at scale and has already built the technology, data, execution, and operational backbone needed for PMs to concentrate on research, alpha creation, and portfolio design.

The team is open to both internal advancement and external hiring, depending on the candidate’s background, style, and proven results. This opportunity is aimed at experienced Portfolio Managers as well as senior researchers who are ready to move into, or continue in, a PM role within an institutional-quality setup.

What the role involves

Portfolio Managers will design, launch, and manage strategies within their specialist area, using the platform’s shared infrastructure, technology stack, data resources, and centralised operational support. The structure is intended to free PMs to focus on strategy development, alpha generation, portfolio construction, and risk control while execution and back-office functions are handled centrally.

Investment styles being hired for

Systematic

• Quantitative, model-led strategies spanning global equities, futures, or multi-asset portfolios
• Development of signals, portfolio construction methods, and automated execution workflows
• Statistical arbitrage, trend-following, factor-based, and similar systematic approaches
• Strategies built on scalable and repeatable alpha signals

Quantamental

• Research-led strategies that blend quantitative methods with fundamental judgement
• Fundamental analysis supported by data, alternative datasets, and systematic screening
• Equity long/short or macro approaches with a structured and repeatable process
• Candidates who are comfortable working where data science meets investment intuition

Fundamental

• In-depth fundamental research with a conviction-led, concentrated or diversified style
• Equity long/short, global macro, or sector-focused strategies
• A clearly articulated investment thesis, disciplined risk management, and a defined edge
• A record of delivering risk-adjusted returns in a comparable environment

What the hiring team is looking for

The ideal candidate is an experienced investment professional with a demonstrable and repeatable edge. Across all strategy types, the firm is seeking people who can show the following:

• A clearly defined strategy supported by a verifiable track record
• Experience managing, or contributing to, a profitable book within a pod, fund, or institutional platform
• A strong understanding of risk, along with a disciplined approach to portfolio construction and sizing
• The ability and ambition to scale a strategy on a well-resourced platform
• A collaborative style that works well in a multi-manager environment

Typical strategy profile

While expectations differ by style and mandate, the platform generally favours strategies with the following characteristics:

• Annualised Sharpe ratio of 1.5 or above
• Return on GMV of 3% or higher
• Meaningful capacity and room to scale
• Well-defined alpha sources and a strong risk management framework

Style-specific requirements

Systematic

• Strong depth in signal creation, portfolio construction, and execution for quantitative strategies
• Advanced technical capability in data analysis, statistical modelling, and programming; Python or C++ is preferred
• Higher academic training in a quantitative field; a STEM MSc or PhD is preferred

Quantamental

• Ability to combine data-led tools with fundamental research within a structured investment process
• Experience using alternative datasets and quantitative screening techniques
• Strong academic credentials, preferably in a quantitative or finance-related discipline

Fundamental

• Proven ability in fundamental research with a distinct investment philosophy and edge
• Experience managing or contributing to a long/short or directional book with institutional-grade controls
• Relevant sector expertise or macro knowledge aligned to the proposed strategy

Who this role suits

These positions are best suited to established Portfolio Managers, ambitious senior researchers, and sub-PMs who have developed a repeatable investment process and are looking for the right institutional platform to deploy and grow it.

Location

Abu Dhabi Emirate, United Arab Emirates