Independent Portfolio Manager

The role

You will develop systematic strategies that use statistical signals tied to market inefficiencies. You will lead, manage and grow a quantitative investment portfolio with its own track record.

What you will do

• Develop systematic strategies that use statistical signals associated with market inefficiencies
• Apply these strategies across 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

• Quantitative portfolio management experience and intimate knowledge of systematic strategies
• 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++

Benefits

• Transparent and formula-based compensation
• Meaningful allocation with growth potential based on performance and scalability
• 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
• Opportunity for select engagement with the CIO Office in support of your research and strategy development

About the company

WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. It is built on a culture that pairs academic sensibility with accountability for results.