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
- Established systematic portfolio managers, that are seeking a highly competitive payout, a state of the art infrastructure, and ability to keep their TR
- 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.
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.
- 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