Stat Arb Portfolio Manager
2 months ago
My client is a systematic, multi-strategy hedge fund, seeking to grow its systematic equity business. They require an experienced quant PM skilled in developing statistical arbitrage equity strategies. The ideal candidate will possess expertise in alpha research, data analysis, and Python and/or C++ programming; and will gain the opportunity to establish their own team with significant scale and growth potential.
Stat Arb Portfolio Manager - London (Equities)
The Role
- Manage a quant/stat arb portfolio in cash equities or equity futures
- Research and develop new signals/trade ideas
- Manage portfolio construction and risk
- Collaborate with team members in quant and development for the optimal roll out of trading strategy/infra
The Candidate
- A minimum of 5 years experience in quant/systematic trading
- Multi-year track record of managing a successful systematic investment portfolio
- MSc/PhD from a top tier university
- Strong technical background in mathematics and statistics
- Good technical knowledge of, and proficiency in, statistical models, signal generation, back-testing, simulation and statistical techniques
- Data-mining and analysis skills with previous experience in working with large datasets would be beneficial
- Strong programming skills in Python or C++
Stat Arb Portfolio Manager - London (Equities)
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