Book Portfolio Manager

The role

This role leads and grows a quantitative investment portfolio. The person will develop systematic strategies based on statistical signals of market inefficiencies across several asset classes. They will also contribute to firm-wide research and strategic initiatives.

What you will do

• Develop systematic strategies that use statistical signals tied to market inefficiencies
• Apply these strategies to global equities and/or ETFs, futures, currencies and options
• Lead, manage and grow a quantitative investment portfolio
• Contribute to broader firm research and strategic initiatives

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

• Transparent, formula-based compensation
• Fully paid medical and dental insurance for employees and dependents
• Flexible spending account
• 401k
• Fully paid parental leave
• 20 vacation days, pro-rated from start date (accrues 1.67 days per month)
• 3 personal days
• 10 sick days
• Employee discounts for gym memberships, wellness activities and healthy snacks
• Casual dress code
• Learning and development courses, speakers and team-building off-sites
• Employee resource groups

Before you apply

• Equal opportunity employer; the posting lists protected characteristics it does not discriminate on

About the company

WorldQuant develops and deploys systematic financial strategies across many asset classes and global markets. Its culture pairs academic thinking with accountability for results.