A globally renowned hedge fund is seeking to hire a systematic portfolio manager to lead their Quantitative Trading team. You must have a live track record with a strong quantitative background. Your role will need you to manage capital, improve execution algorithms, and run your live strategies with competitive profit share schemes. You will be provided with a strong support network enabling PMs to begin live trading promptly.
Main Responsibilities:
- Overseeing portfolio construction and risk management
- Conducting research and generating innovative trade signals and concepts
- Explore and assess new markets and asset classes to expand trading strategies
- Collaborate with quantitative analysts and development teams to implement trading strategies
Ideal Candidate:
- A proven ability to generate significant alpha - 5+ years
- Demonstrated proficiency in back-testing, simulation, and statistical techniques
- Impressive academic record: A degree in quantitative finance, mathematics, computer science, or engineering
Rare opportunity with a top-performing trading firm, offering a competitive compensation package and significant career potential. For a confidential discussion, please apply.
