Independent Portfolio Manager (Quantitative Finance)

Location: Geneva or Zug, Switzerland; London, United Kingdom; or Paris, France

Company

hirify.global develops systematic financial strategies and predictive signals through a proprietary quantitative research platform across global markets and asset classes.

What you will do

• Develop systematic strategies using statistical signals linked to market inefficiencies.
• Apply strategies across global equities, ETFs, futures, currencies, and options.
• Independently lead, manage, and grow a quantitative investment portfolio with a separately identifiable track record.
• Build and expand a personal research pipeline and team.
• Collaborate with data, trading, and CIO Office teams on research and strategy development.

Requirements

• At least 2 years of experience developing systematic strategies.
• Quantitative portfolio management experience and strong knowledge of systematic strategies.
• Verifiable track record with positive PnL and Sharpe ratio.
• Strong programming skills in Python and C++ or comparable mainstream quantitative programming languages.

Culture & Benefits

• Academic rigor combined with accountability for results.
• Autonomy to develop research and investment strategies.
• Transparent, formula-based compensation.
• Meaningful portfolio allocation with growth potential based on performance and scalability.
• Access to broad datasets supported by a dedicated data team and cross-asset execution from a multi-regional trading team.
• Potential engagement with the CIO Office to support research and strategy development.