We are seeking candidates with quantitative portfolio management experience and intimate knowledge of systematic strategies
Job Responsibilities (include, but not limited to the following)
Job Responsibilities (include, but not limited to the following)
Develop systematic strategies that use statistical signals associated with various market inefficiencies applied to a broad variety of asset classes including global equities and/or ETFs, futures
Lead, manage and grow quantitative investment portfolio
Contribute to broader firm research and strategic initiatives
Requirements:
2+ years experience in developing systematic strategies including a verifiable track record with positive PnL and Sharpe or equivalent research experience
Strong programming skills in mainstream quant programming languages, such as Python and C++
Quantitative background – includes degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics.
2+ years experience in developing systematic strategies including a verifiable track record with positive PnL and Sharpe or equivalent research experience
Strong programming skills in mainstream quant programming languages, such as Python and C++
Quantitative background – includes degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics.
This position is open to all candidates.
