Intraday Portfolio Strategist
4 days ago
About the Role
We are seeking a highly skilled Quantitative Portfolio Manager to join our team at Anson McCade. As a key member of our intraday/mid frequency trading strategies group, you will be responsible for designing, backtesting, and deploying trading strategies, as well as monitoring and optimising them over time.
The ideal candidate will have a strong background in statistical analysis and machine learning, with experience in programming languages such as Python and C++. A Master or PhD level degree from a prestigious university in a numerate field is also required.
Key Responsibilities:
- Designing, backtesting, and deploying trading strategies, monitoring and optimising them over time.
- Building a team of Quant Researchers and Traders or building out as a standalone PM.
What You'll Need:
- 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 at least one language, such as C++ or Python.
- At least three years of experience as a Quantitative Researcher, where you used sophisticated data science methods for the research and optimisation of strategies, with Sharpe ratios of 2+
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