OUR EDGE

The New Standard in Portfolio Manager Recruitment.

At Edge Capital Recruitment, we specialize in sourcing top-tier portfolio managers with a proven ability to generate alpha and manage risk within institutional-grade strategies. With over two decades of experience in buy-side talent acquisition, we focus exclusively on the top 1% of PMs — those who excel in quantitative and discretionary strategies, with a consistent track record of outperformance relative to benchmarks and peers. Our deep relationships with fund owners, CIOs, and senior decision-makers allow us unparalleled access to high-caliber talent across hedge fund structures, from long/short equity to global macro and systematic strategies.

Our proprietary platform was purpose-built to address the inefficiencies and opacity in traditional hedge fund recruitment. We go beyond simply submitting CVs — we deliver detailed, data-backed profiles that provide full transparency into each PM’s strategy, AUM, return attribution, risk-adjusted performance (including Sharpe and Sortino ratios), and volatility analysis. Our assessments include strategy drawdowns, tail risk exposure, liquidity profiles, and stress-testing across various market regimes. We also evaluate each PM’s risk limits, execution infrastructure, team composition, and technology stack, ensuring that they have the capacity to scale while maintaining edge in highly competitive markets.

Beyond performance metrics, we dig deep into compensation structures, including base salary, deferred compensation, bonus formulas, carried interest, and non-compete clauses, providing clients with the intelligence to make informed, competitive offers. We also assess operational logistics, including relocation requirements, visa eligibility, and prior fund engagements to ensure seamless transitions for both the fund and the PM.

At Edge Capital, we deliver precision, speed, and transparency to the hedge fund hiring process, ensuring that every decision is data-driven and risk-adjusted. We empower funds to secure the right talent, with the right strategies, for sustained alpha generation in today’s complex markets.

Scalable Liquid Strategies

We identify Portfolio Managers with institutional-grade infrastructure and demonstrated ability to scale liquid strategies across global markets. Our focus spans directional and relative value strategies in global macro (rates, FX, EM local/HC debt, commodities), systematic and discretionary equity long/short, statistical arbitrage, volatility arbitrage, and listed derivatives (futures & options) — across developed and emerging markets in the U.S., Europe, Asia, and LATAM.

We look for managers who deploy sophisticated liquidity-aware execution, cross-venue trade routing, and optimal order slicing in fragmented markets. Core competencies include asset class-specific risk models (e.g., duration-weighted DV01 management in macro, beta-adjusted exposure in equity L/S), multi-prime architecture, cross-border operational frameworks, and jurisdiction-specific regulatory alignment (e.g., FCA, MAS, SFC, CFTC).

Strategy evaluation goes beyond Sharpe — incorporating return convexity, stability of alpha sources, factor decomposition, and persistence of edge across cycles. We prioritize capital allocators and managers who demonstrate rigorous drawdown controls, real-time PnL attribution, efficient capital usage, and robust data pipelines supporting signal generation and post-trade analytics. All strategies undergo continuous assessment for scalability, liquidity stress resilience, and institutional onboarding readiness.

Consistent Performance Track

We prioritize managers with verifiable, multi-year track records of absolute and risk-adjusted outperformance, ideally across varying market regimes. Emphasis is placed on return persistence relative to relevant peer universes and strategy-specific benchmarks (e.g., HFRI indices, custom peer composites), as well as downside risk metrics such as max drawdown, Sortino ratio, and alpha consistency under stress conditions.

We also assess historical performance through the lens of AUM-adjusted returns, recognizing the impact of capital scale on execution quality, slippage, and strategy decay. Experience managing meaningful book size — whether at a pod level or as a standalone PM — signals institutional readiness, operational maturity, and an ability to maintain edge as capital scales.

Our due diligence evaluates turnover, capacity constraints, signal degradation thresholds, and attribution stability, ensuring that past performance is not only repeatable but operationally scalable within a professional fund infrastructure.

Market Edge

We assess Portfolio Managers based on their ability to demonstrate a sustainable and defensible alpha edge — derived from proprietary data sources, differentiated research pipelines, and signal exclusivity. This includes access to non-commoditized datasets, market microstructure insights, or informational asymmetries within niche asset classes or geographic exposures (e.g., EM local rates, frontier FX, sector-specific equities).

Strategy innovation is critical: we seek managers who actively evolve their investment frameworks, incorporating novel alpha factors, adaptive models, or behavioral overlays to exploit persistent inefficiencies. Whether deploying quant, discretionary, or hybrid approaches, we look for evidence of edge durability through regime shifts and structural dislocations.

Execution efficiency is another key pillar — encompassing low-latency execution protocols, optimal venue selection, smart order routing, and liquidity fragmentation navigation across cash and derivatives markets. Risk frameworks must go beyond standard VaR, integrating dynamic exposure management, tail risk hedging, scenario analysis, and cross-asset contagion modeling.

Ultimately, we back managers who not only identify opportunities ahead of the curve but can consistently capture them through operational precision and strategic foresight.

Risk Adverse

We prioritise Portfolio Managers with a deeply embedded risk-first philosophy, where capital preservation and drawdown minimisation are central to the investment mandate. Rather than seeking unbounded upside, we look for managers who compound returns through disciplined volatility targeting, convex payoff structuring, and controlled exposure to tail risk.

Effective candidates exhibit robust risk architecture — incorporating real-time exposure management, portfolio stress testing under multi-asset correlation shocks, cross-silo liquidity analytics, and scenario modelling across historical and forward-looking frameworks. Familiarity with risk-adjusted metrics such as downside deviation, conditional VaR, expected shortfall, and intra-day liquidity-at-risk (LaR) is essential.

We also value demonstrated rigor in operational and counterparty risk governance, including pre-trade risk filters, intra-day kill switches, and alignment with investor drawdown thresholds. Managers must apply strong capital allocation discipline — using position sizing, intra-strategy diversification, dynamic hedging (delta, gamma, FX, duration), and clear adherence to max loss tolerances across both discretionary and systematic frameworks.

This approach ensures consistency, resilience, and institutional capital readiness — particularly within volatile or capacity-constrained environments.