Systematic FX Portfolio Manager

Systematic Macro FX Portfolio Manager – Global Macro Hedge Fund

Location – London or New York

Description:

Our client is a leading global macro investment firm with a long-standing presence across international financial markets and a sophisticated approach to discretionary and systematic investing. The firm combines deep macroeconomic expertise, extensive market experience and a strong institutional infrastructure to identify and capitalise on investment opportunities across global asset classes. With an established presence in major financial centres, it offers an environment where experienced investment professionals can develop differentiated strategies and contribute directly to the firm’s investment performance.

The firm’s investment platform is built around rigorous research, disciplined risk management and a strong focus on generating sustainable, risk-adjusted returns. Its global macro capabilities span a broad range of markets, supported by established investment teams and the infrastructure required to research, implement and manage strategies across changing market environments. Within this setting, systematic approaches play an important role in identifying repeatable market inefficiencies, translating macroeconomic and financial data into investment signals, and capturing opportunities across liquid global markets.

As part of the continued development of its investment capabilities, the firm is seeking an experienced Systematic Macro FX Portfolio Manager to develop and manage systematic foreign exchange strategies. This is an opportunity for a proven investor with a strong track record in systematic FX to operate within a highly regarded institutional investment environment, with the potential to build upon an established strategy, deploy capital and contribute to the evolution of the firm’s global macro platform.

The Opportunity:

The mandate is focused on systematic macro FX, with an emphasis on identifying and exploiting persistent sources of alpha across global currency markets. The firm is interested in portfolio managers who combine a deep understanding of FX market dynamics with a robust quantitative investment process and a demonstrable ability to generate attractive risk-adjusted returns.

The strategy may draw on a range of systematic macro approaches, including trend following, momentum, carry, valuation, relative value and other data-driven signals, depending on the candidate’s established investment process. The key requirement is a clearly defined and repeatable source of alpha, supported by rigorous research, robust portfolio construction and disciplined risk management.

The successful candidate will have the opportunity to take ownership of a systematic FX strategy within an established institutional platform. This includes responsibility for the ongoing development of investment signals, portfolio construction, risk allocation and strategy optimisation, with a focus on maintaining performance through different macroeconomic environments and market regimes.

The firm offers an environment in which investment talent can benefit from established infrastructure, sophisticated analytical resources and engagement with experienced professionals across the wider investment business. The opportunity is suited to a Portfolio Manager who can demonstrate independent investment judgement while leveraging institutional resources to strengthen research, execution and strategy development.

For an established systematic FX specialist, this represents an opportunity to further develop a proven investment approach within a globally recognised macro investment platform. The role can be based in either London or New York.

Key Responsibilities:

• Develop, manage and optimise systematic macro FX strategies across global currency markets.
• Identify and exploit repeatable sources of alpha through quantitative research, macroeconomic analysis and systematic evaluation of currency market behaviour.
• Research and implement relevant systematic approaches, including trend, momentum, carry, valuation, relative value or other established FX strategies.
• Develop and refine predictive signals, quantitative models and portfolio construction methodologies to improve strategy performance.
• Analyse currency market dynamics, macroeconomic drivers, central bank policy, interest rate differentials and cross-market relationships where relevant to the investment process.
• Manage portfolio constr…