Portfolio Manager (Europe)
A senior portfolio manager role running a single, well-understood market inefficiency strategy from idea to implementation. It sits in a proprietary trading firm with offices in London and Monaco.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Run and improve an existing alpha strategy end to end
- Research new strategies and take them into production
- Judge when the strategy will work well or badly given market conditions
- Defend a verifiable track record to the investment team
What they ask for
Required
- 3+ years as a PM, or 4-5 as an assistant PM
- Realised Sharpe above 2.5
- Verifiable strategy track record
- Strong coding
- Strong research skills
- Deep understanding of the strategy
- Education
- Master's or PhD in a scientific subject
- Experience
- 3+ years as a PM or 4-5 years as an assistant PM
How to prepare
- Write up one strategy with a full backtest, costs and honest out-of-sample results
- Learn how Sharpe ratio estimates degrade with sample size and multiple testing
- Study capacity and decay for the strategy type you know best
- Practise explaining when your strategy works and fails
What to study
- Portfolio Theory and Quantitative Investment
- Quantitative Research, Data and Backtesting
- Statistical Arbitrage
- Empirical Asset Pricing and Factor Investing
The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Maven Securities’s site before applying: requirements, location and pay can change after we check them.
View the posting on Maven Securities’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Maven Securities and doesn’t handle applications.