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Quantitative Portfolio Strategist
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As a seasoned portfolio manager, you will be responsible for developing systematic strategies that utilize statistical signals associated with various market inefficiencies across a broad range of asset classes. This includes global equities and/or ETFs, futures, currencies, and options.
Key Responsibilities- Developing systematic strategies that leverage statistical signals to identify market inefficiencies
- Leading, managing, and growing quantitative investment portfolios
- Contributing to broader firm research and strategic initiatives
- 2+ years' experience in developing systematic strategies, including a verifiable track record with positive PnL and Sharpe ratio
- Strong programming skills in mainstream quant programming languages, such as Python and C++
We provide a transparent and formula-based compensation structure, opportunities to contribute to other research and strategy initiatives, access to our alpha pool, portfolio management tools, and innovative technology platforms. Additionally, we offer a deep and broad menu of datasets supported by a dedicated data team, cross-asset execution led by a multi-regional trading team, participation in internal research conferences and forums, autonomy to build your own strategies, and access to AI and Machine Learning opportunities applied to financial markets.
