Worldquant
Book Portfolio Manager
Geneva OR London OR Paris OR Zug. Posted 42 months ago
The role
You will develop systematic financial strategies that exploit statistically based predictive signals across asset classes such as global equities, ETFs, futures, currencies and options. You will lead, manage and grow a quantitative investment portfolio and contribute to broader firm research.
What you will do
- Develop systematic strategies that exploit statistically based predictive signals linked 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
- 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 and formula-based compensation
- Opportunities to contribute to other research and strategy initiatives
- Access to WorldQuant's alpha pool, portfolio management tools and technology platforms
- Access to a deep and broad menu of datasets supported by a dedicated data team
- State-of-the-art 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 cutting edge AI and Machine Learning efforts in financial markets
About the company
WorldQuant develops and deploys systematic financial strategies across many asset classes and global markets. Its culture pairs academic sensibility with accountability for results.