Book Portfolio Manager
Core
Develop systematic strategies using statistical signals for market inefficiencies and lead/manage quantitative investment portfolios across global equities, ETFs, futures, currencies, and options.
Role type
Senior quantitative portfolio manager (systematic strategies)
Builds
Systematic financial strategies and quantitative investment 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 with positive PnL and Sharpe
Preferred skills
AI and Machine Learning applied to financial markets, cross-asset execution
Technologies
Python, C++, WorldQuant alpha pool, portfolio management tools
Responsibilities
Develop systematic strategies using statistical signals; Lead, manage, and grow quantitative investment portfolio; Contribute to broader firm research and strategic initiatives
Seniority
Senior, hands-on IC
