Our client, an industry leading systematic trading firm, are seeking experienced and highly motivated professionals with a background in quantitative portfolio management and a deep understanding of systematic trading strategies.
The experience expected from applicants, as well as additional skills and qualifications needed for this job are listed below.
The ideal candidate will possess a proven ability to design, implement, and manage profitable quantitative strategies across multiple asset classes. This role offers the opportunity to lead a portfolio, contribute to the firm's growth, and make a meaningful impact within a dynamic, collaborative environment.
Responsibilities:
* Develop systematic trading strategies: Leverage statistical signals and machine learning techniques to identify and exploit market inefficiencies across various asset classes, including global equities, ETFs, futures, currencies, and options.
* Lead portfolio management: Take ownership of quantitative investment portfolios, managing risk and optimizing returns through robust strategy implementation and execution.
* Conduct research and development: Explore new data sources, develop innovative trading models, and validate strategies through rigorous back-testing and live trading.
Requirements:
* At least 2+ years of experience in developing and implementing systematic trading strategies.
* A verifiable track record of delivering positive PnL and maintaining a strong sharpe ratio.
* Strong programming expertise in mainstream quantitative programming languages, such as Python, C++, or similar.
* Proficiency in statistical modelling, machine learning, and back-testing frameworks.
* Familiarity with large-scale data analysis and experience working with alternative data sources is a plus.
For more info, please apply below or email our Director, Tom, on tom@qenexus.com or via whatsapp/signal/telegram on +353 87 695 8046.