About the Company
We are partnering with a well-capitalized and established investment platform that is looking to expand its quantitative investment capabilities globally.
About the Role
The firm is seeking experienced Quantitative Portfolio Managers and Traders with demonstrable alpha generation, robust risk management processes, and scalable investment strategies across liquid asset classes.
Responsibilities
- Develop, research, and manage systematic trading strategies across one or more asset classes including equities, futures, rates, FX, commodities, credit, and volatility.
- Generate and refine alpha signals using traditional and alternative datasets.
- Design portfolio construction and risk management frameworks to optimize risk-adjusted returns.
- Monitor strategy performance and continuously improve execution, capacity, and scalability.
- Collaborate with quantitative researchers, technologists, and trading teams to enhance infrastructure and production capabilities.
- Identify new market opportunities and inefficiencies through rigorous research and analysis.
- Maintain strong risk discipline and operate within predefined risk limits and governance frameworks.
Qualifications
- Proven track record of generating attractive risk-adjusted returns within a proprietary trading firm, hedge fund, asset manager, or investment bank.
Required Skills
- Demonstrated expertise in one or more systematic strategies including:
- Statistical Arbitrage, Mid-Frequency Trading, Systematic Macro, CTA / Trend Following, Volatility Arbitrage, Relative Value, Market Making and Cross-Asset Quantitative Strategies
- Strong understanding of portfolio construction, factor modelling, execution, and risk management.
- Experience working with large datasets and quantitative research methodologies.
- Strong programming skills in Python, C++, Java, or similar languages are advantageous.
- Ability to operate independently while collaborating effectively within a team environment.
