Specialist Portfolio Manager

The role

This role leads and grows a quantitative investment portfolio. The work is building systematic strategies that use statistical signals tied to market inefficiencies across global equities, ETFs and futures.

What you will do

• Develop systematic strategies that use statistical signals associated with various market inefficiencies
• Apply these strategies to a broad variety of asset classes including global equities and/or ETFs, futures
• Lead, manage and grow quantitative investment portfolio
• Contribute to broader firm research and strategic initiatives

Required qualifications

• Quantitative portfolio management experience and intimate knowledge of systematic strategies
• 2+ years' experience in developing systematic strategies
• Verifiable track record with positive PnL and Sharpe or equivalent research experience
• Strong programming skills in mainstream quant programming languages, such as Python and C++
• Quantitative background, including degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science or Physics

Benefits

• Transparent and formula-based compensation
• Opportunities to contribute to other research and strategy initiatives
• Access to WorldQuant's alpha pool, portfolio management tools and innovative technology platforms
• Access to a deep and broad menu of datasets supported by a dedicated data team
• Cross-asset execution led by a multi-regional trading team
• Participation in internal research conferences and forums
• Autonomy to build your own strategies, with opportunities for collaboration and mentorship
• Access to AI and Machine Learning opportunities applied to financial markets

About the company

WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. The firm pairs academic sensibility with accountability for results.