Book Portfolio Manager
Core
Develop systematic strategies exploiting statistically-based predictive signals (alphas) to manage quantitative investment portfolios across global equities, ETFs, futures, currencies, and options.
Role type
Senior quantitative portfolio manager (systematic strategies)
Builds
Systematic investment strategies and quantitative portfolios
Domain
Quantitative finance / Systematic trading
Deliverable
production ML models
Required skills
Quantitative portfolio management, systematic strategy development, statistical signal analysis, Python, C++, track record of positive PnL and Sharpe ratio
Preferred skills
Experience with global asset classes, AI and Machine Learning in financial markets, cross-asset execution
Technologies
Python, C++, WorldQuant alpha pool, portfolio management tools
Responsibilities
Develop systematic strategies exploiting market inefficiencies, Lead and grow quantitative investment portfolios, Contribute to firm research and strategic initiatives
