Quant jobs / Maven Securities

Portfolio Manager (US)

A senior portfolio manager role running a strategy built on a clearly understood inefficiency, with strong coding and research expected. It is in Maven's US team.

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 an established strategy and monitor its risk and returns
Research and implement new strategies from idea to production
Code and test strategy improvements yourself
Explain strategy behaviour across market conditions

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 strategy understanding

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

Build a full research-to-production backtest pipeline in code
Learn deflated Sharpe and multiple-testing corrections
Study transaction cost and market impact modelling
Prepare a clear write-up of a strategy's edge and failure modes

What to study

The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

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.