Manager, Crypto Portfolio Optimisation

<h4><strong>Job Description</strong></h4> <p>We are seeking a&nbsp;<strong>Portfolio Manager (PM) to lead our top-level capital allocation for our crypto portfolio</strong>. You will not just manage a book; you will design and execute the "Ensemble Strategy" that dictates how capital flows between strategies and emerging venues. Your mission is to engineer a "Weather-Proof" portfolio that extracts idiosyncratic alpha from disparate markets while maintaining a strictly controlled risk profile.</p> <h4><strong>Responsibilities</strong></h4> <ul> <li>Dynamic Asset Allocation: Oversee the deployment of capital across the multi-strategies</li> <li>Ensemble Optimisation: Build and maintain quantitative frameworks (Risk Parity, Mean-Variance, or Bayesian models) to determine optimal weights based on real-time volatility and correlation.</li> <li>Regime-Based Hedging: Utilize Prediction Markets and FX to hedge tail risks and macro shifts impacting the core Crypto portfolios.</li> <li>Risk Budgeting: Define and monitor VaR, Stress Tests, and Drawdown limits for individual strategy sleeves.</li> <li>Cross-Asset Research: Identify "Lead-Lag" relationships—e.g., how movement in the US Dollar (DXY) or Treasury yields impacts Crypto liquidity and Commodity pricing.</li> </ul> <h4><strong>Requirements</strong></h4> <ul> <li>Experience: 5-10 years in a Senior Quantitative Allocation role at a fully systematic multi-strat hedge fund, prop shop, or family office.</li> <li>Multi-Asset Mastery: Proven track record managing risk across different systematic strategies. Experience in Prediction Markets (Polymarket, Kalshi) or Event-Driven Trading is a significant plus.</li> <li>The Stack: Expert proficiency in Python (NumPy, Pandas, PyTorch/TensorFlow) and SQL/KDB+.</li> <li>Quantitative Depth: Mastery of portfolio construction mathematics, including covariance matrix estimation and L^2 regularization.</li> <li>Education: Advanced degree (Masters/PhD) in Mathematics, Physics, Computer Science, or Financial Engineering.</li> </ul> <h4 class="p1"><strong>Who You Are</strong></h4> <ul> <li>The Aggregator: You don't just look for "good trades"; you look for how trades fit together to improve the fund's overall Information Ratio.</li> <li>The Risk-First Thinker: You understand that in a levered multi-asset environment, correlation is the silent killer.</li> <li>The Adaptable Architect: You are comfortable transitioning from the 24/7 volatility of Crypto to the structural nuances of the Commodities curve and the binary outcomes of Prediction Markets.</li> </ul>