Systematic strategies | Intraday or Mid-Frequency
Location: New York or Connecticut
Our client is a global quantitative hedge fund that is known to continuously produce high-quality trading signals through their own cutting-edge proprietary research platform. Researchers, portfolio managers, and technologists all work together to rigorously identify alpha sources that are undiscovered by the broader market.
The company
Driven by innovation and technology, the firm has a strong track record of high performers with an AUM of ~10 Billion, trading across global macro strategies such as equities, fixed income, currencies, commodities, and futures.
The role
This is an excellent opportunity for an experienced Portfolio Manager to partner directly with an industry-leading firm and a reputable CIO with a proven track record to help identify new investment strategies and maximize portfolio returns while balancing risk.
To be successful
Candidates will have a good track record with a live strategy that has been operational for at least one year with a PnL of ~5 million USD.
What You’ll Bring:
- PhD or MS in Mathematics, Statistics, Physics, Engineering, or other quantitative disciplines
- 2+ years’ experience in trading intraday or mid-frequency systematic strategies in equities or macro, including a verifiable track record with positive PnL and Sharpe of at least 1.5+
- Experience in differentiated statistical approaches and methods
- Strong programming skills with proficiency in Python and C++
- Self-starter with superb organizational skills and ability to prioritize and meet tight deadlines
- A strong team player and comfortable to manage and communicate in a diverse cultural environment
- Detail-oriented and strong analytical/quantitative skills
- A professional and proactive working attitude
To learn more about this opportunity, please feel free to reach out directly. All applications will be treated in the strictest of confidence.