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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