Specialist Portfolio Manager

The role

This role leads and grows a quantitative investment portfolio built on systematic strategies. The work includes developing statistical signals that target market inefficiencies across global equities, ETFs and futures.

What you will do

• Develop systematic strategies that use statistical signals associated with various market inefficiencies
• Apply these strategies to a broad variety of asset classes, including global equities and/or ETFs and futures
• 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, or equivalent research experience
• Strong programming skills in mainstream quant languages such as Python and C++
• Quantitative background, including degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science or Physics

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.