Book Portfolio Manager

The role

This role leads and grows a quantitative investment portfolio. The work is building systematic strategies that use statistical signals from market inefficiencies across several asset classes.

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 the 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 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
• 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 many asset classes and global markets. Its culture pairs academic sensibility with accountability for results.