Independent Portfolio Manager
Core
Develop systematic strategies using statistical signals to manage quantitative investment portfolios across global asset classes.
Role type
Independent quantitative portfolio manager
Builds
Quantitative investment portfolios with separately identifiable track records
Domain
Systematic finance / Quantitative investment
Deliverable
production ML models
Required skills
Quantitative portfolio management, systematic strategy development, statistical signal analysis, Python, C++, track record with positive PnL and Sharpe
Responsibilities
Develop systematic strategies applying statistical signals to market inefficiencies; independently lead and grow quantitative investment portfolios; build research pipelines