Independent Portfolio Manager
Core
Develop systematic financial strategies using statistical signals to exploit market inefficiencies across global equities, ETFs, futures, currencies, and options.
Role type
Senior quantitative portfolio manager (systematic strategies)
Builds
Quantitative investment portfolios with separately identifiable track records
Domain
Quantitative finance / Systematic trading
Deliverable
production ML models
Required skills
Systematic strategy development, statistical signal generation, portfolio management, Python, C++, performance analysis (PnL, Sharpe)
Preferred skills
Team leadership, research pipeline building
Technologies
Python, C++