Portfolio Manager​

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Principal Responsibilities
Conduct alpha research and strategy development with a primary focus on: idea generation. data gathering and research/analysis, model implementation and backtesting for systematic global equities strategies with intraday or medium-frequency holding periods sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment processCollaborate with the SPM and other team members in a transparent environment, specifically collaborating across books and engaging with the whole investment process (portfolio construction, risk management, etc.)Preferred Technical Skillset

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Strong research and programming skills

Bachelors, Masters or PhD degree in a quantitative subject such as Applied MathematicsStatistics, Computer Science or related field from a top ranked university

Fluent in C++ or Python
Demonstrate strong abstract reasoning and independent problem-solving skills

 

Preferred Experience

A minimum of 5 years of experience working in a quantitative research capacity focusing on systematic equities
A proven, independent track record developing, deploying, and managing strategies in the global equities space with an inception-to-date Sharpe Ratio of 1.5+

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Highly Valued Relevant Experience

Experience exploring, researching, and deploying trading signals from various sources of data

Experience in quantitative finance, econometrics, and asset pricingCurious, ambitious, self-starter mindset