Systematic RV Portfolio Manager: Portfolio Expert
3 weeks ago
We are seeking a Senior Systematic RV Portfolio Manager to build and manage Systematic Relative Value (RV) strategies across various asset classes.
The successful candidate will work closely with colleagues to develop and improve existing strategies, utilizing advanced analytics and risk management systems to enhance decision-making processes.
Responsibilities include:
- Developing and managing RV strategies across equities, fixed income, commodities, and currencies.
- Collaborating with colleagues to build and improve models and strategies.
- Backtesting, optimizing, and monitoring strategies to ensure they operate within predefined risk limits.
- Monitoring portfolio risk metrics, including VaR, drawdowns, and exposure limits.
- Staying updated on macroeconomic and industry-specific developments that could affect RV strategies.
- Engaging in continuous research to identify new opportunities in volatility arbitrage, mean reversion, and multi-asset RV strategies.
- Mentoring junior team members and contributing to a collaborative and high-performing culture.
Requirements:
- A minimum of five years' experience in generating at least $10m PnL.
- A Sharpe Ratio of 1.5 or higher.
- Deep expertise in systematic RV strategies, including experience with statistical arbitrage, mean reversion, and volatility strategies.
- Proficiency in quantitative research, statistical analysis, and programming languages such as Python, R, C++, or MATLAB.
- A PhD in a quantitative discipline, such as mathematics, physics, computer science, or financial engineering.
We offer a highly competitive compensation package, including base salary and performance-based bonuses aligned with the firm's profitability structure.
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