AVP/VP, Portfolio Manager - Cross Asset Implementation, Portfolio Engineering & Solutions
Core
Design, enhance, and validate medium- to high-capacity systematic trading strategies across multiple asset classes and perform portfolio management tasks including rebalancing, position monitoring, and risk management.
Role type
Senior IC portfolio manager (cross-asset implementation)
Builds
Systematic trading strategies and portfolio solutions for sovereign wealth fund total portfolio
Domain
Finance, quantitative trading, cross-asset markets
Deliverable
production ML models
Required skills
quantitative research, trading, portfolio management, fixed income markets, currency markets, market microstructure, R, Python
Preferred skills
none stated
Technologies
R, Python
Responsibilities
Contribute to research to design, enhance and validate medium- to high-capacity systematic trading strategies across multiple asset classes; Advance implementation research and develop solutions for multi-asset strategies and instruments; Perform portfolio management tasks including strategy rebalancing, position monitoring and risk management; Develop and improve processes for portfolio management and implementation strategy; Work closely with senior portfolio managers, researchers, trading and technologists to integrate models into production
Seniority
Senior, hands-on IC
