Quantitative Portfolio Manager – Macro, Futures and Cash Equities Trading
My client is a multi-manager hedge fund which covers intraday and mid-frequency trading strategies across liquid markets. The firm is currently looking for PMs trading intraday/mid frequency strategies in Equities or cross-asset Futures to set up teams in New York, London, Singapore or Hong Kong.
They have a mandate for Quant PMs or Quant Traders with a track record of researching, deploying and managing strategies with Sharpe ratios above 2 to set up teams in return for a significant risk allocation with strong guaranteed compensation, and PnL % payouts once trading goes live.
Successful candidates will have experience with researching, developing and monitoring strategies, and will be skilled in programming languages such as Python and C++.
The Role:
- Plug into the fund’s existing PM platform
- Designing, backtesting, and deploying trading strategies, monitoring and and optimising them over time.
- Managing a book and targeting Sharpes of 2+.
Requirements:
- 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 Python, additional experience with C/C++ is preferred.
- Prior experience as a Quantitative Trader or sub-PM/PM, where you researched strategies and managed a book.
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