Systematic Portfolio Manager

  • Base + Bonus
  • New York, NY, USA
  • Permanent, Full time
  • NYC Macro Hedge Fund
  • 23 Jan 18 2018-01-23

Systematic Portfolio Manager at a New York City based macro hedge fund.

                                                                                                                                                                                                                

Systematic Portfolio Managers, both Junior and Senior. We are a New York City based macro hedge fund. We are looking to expand in the systematic space by hiring either

  1. Established systematic portfolio managers, that are seeking a highly competitive payout, a state of the art infrastructure, and ability to keep their TR
  2. Strong quantitative researchers who would like to make the move to trading, where they can opt to either manage a standalone book or integrate our trading team and work in a collaborative environment.

                                                                                                                                                                                                                

Ideal Candidates:

We’re looking for candidates with established strategies, with the following characteristics:

  • Fully systematic strategies (discretionary execution is ok)
  • FX / Futures in Commodities, Equity Indices, Fixed Income. We place a premium on liquidity.
  • Sharpe >=1.5
  • Holding period hours to days (we are not looking for low-latency type strategies)

 

Desired skills and experience:

  • Degree with concentration in math, engineering, science, finance, economics or other related quantitative/analytical field from a top college or university.
  • At least 2 years of quantitative analysis, statistical modeling and data mining experience for candidates with a research background, and at least 2 years of trading experience for established Portfolio Managers.
  • Strong programming background required for candidates with a quant research background. Portfolio managers can do their own development, or be assisted by our IT team.
     

Non-Technical Skills

  • Must be detail oriented with very strong organizational and communication skills.
  • A proven record of success in high-detail, high-pressure environments.
  • Demonstrable reliability, judgment, responsibility.
  • Interest in financial markets and trading.

 

Location: Midtown, New York