Portfolio Manager Systematic Strategy

Exciting growth opportunity for a seasoned Systematic Portfolio Manager with a live and transportable strategy who is looking to join a fast-growing team and get his strategy up to capacity (300m minimum capacity). Please only apply if you have your own systematic strategy.

Tasks

• Operation and risk management of your own strategy
• Participate across full-cycle quant trading, from idea generation to strategy research, development, implementation, API connectivity, and portfolio management
• Direct communication with internal investment committee and clients on portfolio performance
• Research and implementation of new data sets
• Back testing
• Market microstructure research and alpha signal research

Requirements

• 2-3+ years of strong performance in own systematic strategy, ideally within Futures or Spot FX and a Sharpe >2, preferrably medium frequency and capacity of at least USD 300m
• Exceptional programming and quantitative skills
• Top educational background, Masters/Ph.D. in a quantitative subject (e.g. Maths, Physics, Computer Science)
• Self driven to succeed and improve with appreciation for flat hierarchies and mutual respect

Benefits

Potentially flexible location