Quantitative Portfolio Manager
2 weeks ago
Selby Jennings are seeking candidates with an intimate knowledge of the full systematic strategy life-cycle, across varying asset classes, on mid to longer term time horizons.
Responsibilities:
- Develop systematic strategies that use statistical signals linked to market inefficiencies applied to a variety of asset classes including equities and/or macro, futures, currencies
- Independently lead, manage and grow a quantitative investment portfolio
Requirements:
- 5+ years’ experience in developing systematic strategies including a verifiable, and profitable, track record and Sharpe ratio
- Strong academic background in quantitative subject
- Strong programming skills Python and/or C++
You will retain IP, be provided a fair runway time before live trading, receive a formulaic pay-out as well as capital allocation commitments.
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