Independent Portfolio Manager

The role

This role leads and grows a quantitative investment portfolio. The person builds systematic strategies that use statistical signals tied to market inefficiencies across several asset classes.

What you will do

• Develop systematic strategies that use statistical signals tied to market inefficiencies
• Apply strategies to global equities and/or ETFs, futures, currencies and options
• Independently lead, manage and grow a quantitative investment portfolio with a separately identifiable track record
• Build your own research pipeline and grow your team

Required qualifications

• 2+ years' experience developing systematic strategies
• A verifiable track record with positive PnL and Sharpe
• Strong programming skills in mainstream quant languages such as Python and C++
• Quantitative portfolio management experience
• Intimate knowledge of systematic strategies

Benefits

• Fully paid medical and dental insurance for employees and dependents
• Flexible spending account
• 401k
• Fully paid parental leave
• Twenty vacation days, pro-rated from start date at 1.67 days per month
• Three personal days
• Ten sick days
• Employee discounts for gym memberships, wellness activities and healthy snacks
• Casual dress code
• Learning and development courses, speakers and team-building off-site
• Employee resource groups
• Access to a deep and broad menu of datasets with a dedicated data team

Before you apply

• Pay transparency: base pay range is shared for all US-based postings

About the company

WorldQuant develops and deploys systematic financial strategies across many asset classes and global markets. It describes a culture that pairs academic sensibility with accountability for results.