The Role:
We are seeking candidates with quantitative portfolio management experience and intimate knowledge of systematic strategies. Job Responsibilities (include, but not limited to the following)
Develop systematic strategies that exploit statistically-based predictive signals associated with various market inefficiencies applied to a broad variety of asset classes including global equities and/or ETFs, futures, currencies, and options. Lead, manage, and grow quantitative investment portfolio. Contribute to broader firm research and strategic initiatives. What You’ll Bring:
2+ years’ experience in developing systematic strategies including a verifiable track record with positive PnL and Sharpe. Strong programming skills in mainstream quant programming languages, such as Python and C++. The Book Portfolio Manager Opportunity:
Transparent and formula-based compensation. Opportunities to contribute to other research and strategy initiatives. Access to WorldQuant’s alpha pool, portfolio management tools, and innovative technology platforms. Access to a deep and broad menu of datasets supported by a dedicated data team. State-of-the-art cross asset execution led by a multi-regional trading team. Participation in internal research conferences and forums. Autonomy to build your own strategies along with several opportunities for collaboration and mentorship. Access to cutting edge AI and Machine Learning efforts in financial markets.
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We are seeking candidates with quantitative portfolio management experience and intimate knowledge of systematic strategies. Job Responsibilities (include, but not limited to the following)
Develop systematic strategies that exploit statistically-based predictive signals associated with various market inefficiencies applied to a broad variety of asset classes including global equities and/or ETFs, futures, currencies, and options. Lead, manage, and grow quantitative investment portfolio. Contribute to broader firm research and strategic initiatives. What You’ll Bring:
2+ years’ experience in developing systematic strategies including a verifiable track record with positive PnL and Sharpe. Strong programming skills in mainstream quant programming languages, such as Python and C++. The Book Portfolio Manager Opportunity:
Transparent and formula-based compensation. Opportunities to contribute to other research and strategy initiatives. Access to WorldQuant’s alpha pool, portfolio management tools, and innovative technology platforms. Access to a deep and broad menu of datasets supported by a dedicated data team. State-of-the-art cross asset execution led by a multi-regional trading team. Participation in internal research conferences and forums. Autonomy to build your own strategies along with several opportunities for collaboration and mentorship. Access to cutting edge AI and Machine Learning efforts in financial markets.
#J-18808-Ljbffr
