Portfolio Manager (Crypto)

A global crypto-focused Hedge Fund is seeking a Quantitative Portfolio Manager to lead the full lifecycle of systematic trading strategies across high‑frequency and mid‑frequency horizons.

Managing approximately $50–150mm of dedicated capital, you will drive alpha generation, portfolio construction, execution, and risk management while working closely with engineering, operations, and middle office. This role requires a rigorous quantitative foundation paired with deep market intuition in 24/7 digital asset markets.

Responsibilities:

• Research, design, and deploy systematic alpha strategies including market‑making, statistical arbitrage, and intraday/mid‑frequency signals across CEX and DEX venues.
• Build, backtest, and optimize models using tick‑level and high‑resolution market data, employing robust research workflows, experiment design, and performance attribution.
• Manage a live portfolio with disciplined intra‑day monitoring, parameter adjustments, execution oversight, and dynamic risk management.
• Collaborate with engineering to improve latency execution, market‑data quality, backtesting/simulation frameworks, and internal tooling as needed.
• Implement portfolio construction frameworks, including allocation optimization, liquidity‑aware sizing, transaction cost modeling, slippage control, and capital efficiency.
• Own risk management end‑to‑end: market/venue risk, tail risk, liquidity constraints, exposure, operational considerations, and stress/ scenario analysis.
• Produce clear, data-driven reporting on PnL attribution, exposure, turnover, capacity, and strategy health for the Head of Trading and risk committees.

Requirements:

• Advanced quantitative background (MS/PhD in Math, Physics, CS, Statistics, EE) or equivalent experience running systematic strategies.
• Strong programming ability (Python required; C /Rust/Go a plus) with deep understanding of numerical methods, data structures, and distributed systems.
• Proven track record deploying and managing HFT or mid‑frequency strategies in crypto or comparable markets, with familiarity across microstructure, order types, liquidity fragmentation, and latency considerations.
• Preferred: Understanding of crypto market structure (CEX/DEX mechanics, basis/funding, gas/MEV, cross‑venue execution, custody/operational flows).
• Practical expertise in time series modeling, feature engineering, ML/statistical methods, cross‑validation, and overfitting controls.
• Strong risk discipline: monitoring, alerting, failover/rollback plans, and production‑grade documentation.
• Demonstrated ability to work cross‑functionally with engineering, operations, and middle office.

Compensation & Benefits:

• Competitive base salary ($250k to $350k) PnL‑aligned portfolio manager bonus
• Full benefits package, including health coverage and retirement plans
• Opportunity to scale capital with performance and grow within a multi‑strategy platform