Senior Quant Portfolio Manager

I am working with a large Quant Hedge Fund who is looking to hire Quant PMs with orthogonal strategies focused on European Equities or Futures.

They are particularly interested in intraday trading and PMs developing AI, Deep Learning, Machine Learning and Neural Networks techniques to generate alpha signals.

You will be a seasoned PM with an attributable track record from a Hedge Fund or Prop Firm, will know your strategies inside out and will be able to talk in depth and at length about your edge.

Role and Responsibilities:

• Develop systematic strategies and signals to capture market inefficiencies
• Contribute to broader firm research and strategic initiatives
• Build a new pod

Skills and Qualifications:

• 5+ years’ experience in developing systematic strategies
• Verifiable track record, $15m+ PnL, high Sharpe Ratio
• Excellent programming skills e.g. Python and C++

Preferred Qualifications:

• PhD in a quant subject such as Computer Science, Maths, Physics or similar
• Experience in a Hedge Fund or Prop Firm

The offer:

• Excellent package including transparent and formula based comp
• Access to innovative technology
• Access to deep and broad datasets, support from a dedicated data team.
• Access to AI and Machine Learning

Seniority level

Mid-Senior level

Employment type

Full-time

Job function

Finance

Industries

Investment Management