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Quantitative Portfolio Manager

Location United States,

Remuneration $300000 - $500000 per annum

Employment type perm

Updated 12th Sep 2017

Company Selby Jennings

Contact Chris Schwuchow (NY)

Phone +1 646 759 4560

Email click here

A client of mine is looking to add a new portfolio manager with a long time successful track record in the quantitative trading space. The firm has historically been most successful using stat arb, index arb, and market making strategies. The firm trades at a medium to high frequency and has access to some of the most sophisticated technology available.

Responsibilities for this position would entail but are not limited to:

  • Systematic Discovery of alpha signals in the equities markets
  • Research and Development of sophisticated strategies at a medium to high frequency
  • Management and oversight of a large risk capital book
  • Back testing of strategies and microstructure research within equities
  • Monitoring and development of new and existing data sets
  • Collaboration with other team members and other groups in order to drive productivity

The ideal candidate should possess:

  • 3-7 years of experience in equities trading
  • Strong research capabilities proven by a track record of success
  • Exceptional programming skills (Python, R, C , etc.)
  • Master Degree in a computational field
  • Desire to succeed in the quant trading industry
  • Ability to work with and manage a team

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