Marshall Wace?

Anyone have info on this fund? Have seen many people going there and everyone says it's a fantastic firm. Someone on another thread said it's a 1 PM per sector model, looser risk limits etc. 

How does Marshall work? I see so many people on linkedin with a PM title there - how can there only be 1 PM per sector? Is it a sub-PM structure?

Do they run market neutral? What size book are we talking (how much for sub-PM) and much is main PM overseeing? Do sub-PMs still get LDD % of PnL and PM's get 20%?

37 Comments
 

Used to work at MW, now at a pod. This is just incorrect. MW is ~60% systematic and the other 40% is fundamental. The fundamental side is the Eureka book and the systematic side is TOPS. There is really no “SM” style anymore, it’s all quasi-pods. I guess some truth to newer PM’s being all over the place but that’s typically how it goes. Returns have been strong over the past 5 years. Very smart ppl at that fund and growing AUM rapidly

 

That’s definitely not accurate, you probably left some time ago. In the past 18 months, they’ve rolled out a new program to replicate pod-style setups by hiring PMs from other multi-strats, with smaller books. That’s led to a noticeable influx of very junior PMs with little real experience. From what I’ve heard, the platform has been consistently loss-making so far. The big PMs are still there, so there's a wide range in quality of PMs there

 
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Our L/S healthcare book manages $2.5B with 3-4x leverage depending on the quarter. Less than 12 analysts total, split 50/50 biotech and else. Other sectors vary pretty wildly such that no generalizations will really count for much. No PM/pod is only running a few hundred million though, unless you are completely discounting leverage.

Commentary about tenured PMs doing well and new hires not doing so well is accurate. Commentary about the fundamental strategy “winding down” is total bollocks. Yes the Eureka strat gets all the guns and glory for good reason but let’s just say they’re not exactly doing it totally alone anymore. We’re not AQR quantamentals by any means, but there is some cross-collaboration.

Culture is fantastic and there is a very real focus not to get wrapped up in the full-on MM pod structure, as that would defeat the purpose of having our talent stay with us. Risk model is not as rigid. We’re similar to Holocene in this respect. Can’t speak for new hires that much but the core of my junior team has been here for 4+ years. We get all of our meals comped btw which doesn’t help the waistline but whatever.

Great place overall, I’m never going back to pods if I can avoid it. Won’t speak to PnL structure as I don’t feel like disclosing.

 

Thanks for sharing! Not asking about specific PnL structure / payout structure, but do you guys target the same 3-5% return (est 4% annualized vol x 1 sharpe), or is the annualized vol higher on average at MW? Assuming you guys don’t run as tight as the platforms?

When you say “our HC pod manages $2.5bn with 3-4x leverage”, is that $2.5bn of MW AUM x 3.5x leverage = HC pod managing $8.75bn of gross? Or is you’re saying $2.5bn of gross (in-line with typical scaled book at tier 1 platform)?

Does “our” that imply there’s only 1 main HC team at MW, or are you saying 1 of the larger HC books runs $2.5bn? Someone had brought up there’s 1 team per sector, that’s just the case in eureka right? How many teams per sector typically, and are they all running >$1bn of GMV?

Last question: is the setup the same as most other platforms ie analyst / senior analyst or sub PM / PM?

 

Funds don’t disclose who the PM is before their garden leave is over and they’re in the seat already for the exact reason so that grifters like you don’t try to annoyingly contact them directly for a job before they even start. (And because non-compete violations are very expensive.) Talk to BD or HH for instructions, don’t be that guy.

 

Any thoughts on recent PM turnover? There have been several news articles about long tenured PMs leaving for multi-managers over the past year. Not sure if it’s as simple as collecting big guarantees or if there are other reasons.

 

Pretty academic culture. Objectively an exceptional place. Well resourced, smart people, strong rep. Some talent management missteps in the past years where they've lost good people, but that's industry standard.

Main (relative) drawback is P&L economics. High base but P&L attribution below market compared to platforms. So if you're a strong P&L producer, the math is more lucrative elsewhere. Well known that the founder's critical about the talent war and what he views as "compensation inflation" across the industry. 

 

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