Our client is a leading multi-strategy hedge fund with a growing AUM and global operations. Their trading approach is purely quantitative, with focus on equities and futures markets and can offer both collaborative and independent set up options. As they expand in the systematic macro space, they are looking for stand-out Senior Quant Researcher/Portfolio Managers with an exceptional track record of generating alpha and building systematic strategies.
- Develop systematic strategies that exploit statistically-based predictive signals associated with various market inefficiencies.
- Manage own quantitative investment portfolio (portfolio will have a separately identifiable track record)
- Have a live track record of at least one year, with a PnL of at least +10 million USD
- Have experience with fully systematic, quantitative strategies with simulated annualized Sharpe of at least 2.0
- Have strategies trading global equities (cash), futures and currencies (spot and forwards)
- Know the full cycle from alpha development to trading issues involved in trading their particular asset class
- Have a Ph.D. or M.S. degree from a top tier institution in Mathematics, Operations Research, Economics, Electrical Engineering, Computer Science, or Physics
- Have superior critical thinking and analytical skills, combined with creativity, innate curiosity, and attention to detail
- Possess a relentless drive to succeed, supplemented by a strong work ethic