Portfolio Manager

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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