Quantitative Portfolio Manager

About the Opportunity

My client is a multi-manager hedge fund which covers intraday and mid-frequency trading strategies across liquid markets. The firm is currently looking for PMs trading intraday/mid frequency strategies in Equities or Futures markets to set up their own teams globally, including offices in New York, London, Paris, Singapore, Hong Kong and Dubai.

Responsibilities

• Building a team of Quant Researchers and Traders or building out as a standalone PM.
• Designing, backtesting, and deploying trading strategies, monitoring and and optimising them over time.
• Managing a book and targeting Sharpes above 2 and % returns on GMV above 3%.

About You

Successful candidates will have experience with researching, developing and monitoring strategies, and will be skilled in programming languages such as Python and C++.

Eligibility

Requirements:

• A Master or PhD level degree from a prestigious university in a numerate field. Previous successful candidates have degrees in Engineering, Physics, Mathematics, Computer Science, etc.
• Coding proficiency in Python, additional experience with C/C++ is preferred.
• At least three years of experience as a Quantitative Researcher/Trader, where you used sophisticated methods such as machine/deep learning or statistical modelling techniques for the research and optimisation of strategies.