Portfolio Manager / Senior Quantitative Researcher, Systematic Equities

Portfolio Manager/Senior Quantitative Researcher with a focus on intraday or mid-frequency equities as part of a thriving, dynamic, collaborative investment team.,

• Conduct alpha research and strategy development with a primary focus on: idea generation, data gathering and research/analysis, model implementation and back testing for systematic global equities strategies with intraday or medium-frequency holding periods


• Combine 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 process


• Collaborate 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.)
  
  Strong research and programming skills



• Bachelors, Masters or PhD degree in a quantitative subject such as Applied Mathematics, Statistics, 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+


Highly Valued Relevant Experience

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


• Experience in quantitative finance, econometrics, and asset pricing


• Curious, ambitious, self-starter mindset