Systematic Portfolio Manager - Hedge Fund
A multi-billion-dollar hedge fund client of ours is looking for a junior-mid level portfolio manager to join their dynamic quantitative strategies team. This team is responsible for managing one of the largest fixed income portfolios for the hedge fund and is one of the pioneer quant funds in the world.
They are looking to bring on a standalone portfolio manager that can lead and manage full cycle research, development, and implementation of medium to high frequency trading strategies alongside the investment committee. This firm offers the ideal scenario for anyone who is looking for a challenging role that will expose them to a dynamic team environment and exceptional opportunity for career progression.
Responsibilities will include:
- Portfolio construction and risk management of fixed income portfolio's across fund
- Active portfolio rebalancing and trading given market conditions
- Dynamic factor modelling and stress testing of Portfolio's
- Direct communication with internal investment committee and clients on portfolio performance
- Research and implementation of new data sets into developmental strategies
- Back testing and understanding of strategies including abstractions and requirements
- Market microstructure research and alpha signal research
- Collaboration between team members in order to drive productivity and facilitate innovative ideas
Ideal candidates should possess:
- 3+ years of experience working in a Portfolio Management or Alpha QR seat
- Exceptional programming and quantitative skills particularly in Python or C++
- 1.5+ Sharpe ratio
- Masters degree in a computational field, Ph.D preferred
- Drive to succeed and see results
If there is an interest, please click the APPLY NOW button below.
