Sub-Portfolio Manager
Role Description
We are working with an exciting elite fund seeking a quantitative equities or futures Sub-Portfolio Manager, with a unique opportunity that does not require a live track record. The opportunity is ideal for those who wish to work in a very helpful setup with a huge amount of headroom for growth/increased allocation within the division. The ideal candidate will have been a working quant researcher/sub-PM/PM with at least 3 years of experience in a reputable equities or futures fund, and have started developing their own strategies with good early results (SR >2) in backtesting or strong potential.
Benefits of the role include
Early access to a significant book with industry-leading support
An elite shared data, backtest and trading platform – reduces trading costs significantly and decreases deployment time dramatically
Formulaic payout system with excellent upper % splits
A more understanding approach to risk and drawdowns, and no netted risk
Working with leading PM’s to learn and improve
Requirements
Quant equity or futures experience to either senior researcher or sub-PM level
At least a bachelor’s degree in a scientific/quantitative field from a top university
Excellent programming ability - Python, C++
Additional desired attributes
Master’s/PhD in a scientific/quantitative field from a top university
Already running a book (track record can be short or even backtested with good results (SR>2)