Systematic Intraday Portfolio Manager, Quant Hedge Fund, London
4 weeks ago
Our client, a leading Quant Hedge Fund with a strong track record, is looking to add experienced Systematic Portfolio Managers with Intraday holding periods to their team
Job Responsibilities:
- Develop systematic strategies that use statistical signals associated with various market inefficiencies applied to a broad variety of asset classes including global equities and/or ETFs, futures, currencies and options
- Independently lead, manage and grow quantitative investment portfolio (portfolio will have a separately identifiable track record)
- Autonomy to build your own research pipeline and grow your team
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++
- Masters or PhD degree in a relevant subject such as Computer Science, Applied Mathematics, Statistics, or a related field
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