Multi-Strategy Quant Hedge Fund is seeking a PM Supervisory Lead in New York to oversee portfolio managers across strategies such as stat arb, equities, and quant macro. The role covers day‑to‑day supervision, performance reviews, and coordinating with the COO on services for PMs. The ideal candidate has managed quantitative strategies as a portfolio manager or director of quantitative research.
Responsibilities
- Supervising and advocate for quant PMs on a day‑to‑day basis and understanding their investment processes at a detailed level
- Driving performance reviews
- Coordinating with COO to deliver services to PMs
- Managing and retaining talent as well as creating quant PM recruitment strategies
Requirements
- 5+ years in a quantitative investment position, ideally within a platform and pod‑based structure, with deep exposure to a specific strategy (e.g., statistical arbitrage, equities, quantitative macro)
- 2+ years of management experience, ideally of multiple PMs / teams
- Demonstrated ability to understand and evaluate investment processes at a detailed PM‑level
- Experience driving performance discussions and reviews, including the ability to both advocate for teams and address underperformance constructively
- Proven capability in collecting, structuring, and synthesizing data to build transparency, insight, and long‑term value
- Credibility and judgment to engage effectively with senior PMs, providing oversight, guidance, and support while respecting investment autonomy
- Strong partnership mindset, with experience coordinating cross‑functionally (e.g., with COO, platform, or shared services teams) to deliver effective support
- High level of discretion, professionalism, and integrity, given the sensitive nature of investment processes and performance information
- Commitment to the highest ethical standards
PM Supervisory Lead in new york at Unknown Company
This position is listed as full time and onsite.