Our client a leading Global Systematic Hedge Fund is currently looking to hire talented and dynamic Mid to High frequency PM's to join their growing and expanding high profile international teams within New York. These teams of traders and engineers have built some of the fastest and most intelligent systems in the world.
Our client a leading Global Systematic Hedge Fund with $10+Bln AUM is currently looking to hire talented and dynamic Quantitative Portfolio Managers to join their growing and expanding high profile international teams, roles based in New York.
The role will involve direct involvement and implementation of Mid to High frequency systematic market neutral strategies and trading capital on behalf of the fund.
This is a chance to join one of the world's top hedge funds and dramatically increase your earning potential. Our client has one of the best performance and award structures globally, to include strong sign on and guaranteed bonuses and is also well regarded for its strong training and collaborative team based culture.
Requirements:
- Minimum of 2 years of work experience as a Portfolio Manager for an established market maker, volatility arb team, or similar operation
- MS / PhD in science, math, engineering, statistics or similar.
- Excellent investment track record with proven ability to work in a team-oriented investment process.
- Expertise in alpha research, portfolio construction, optimization, risk management, trade execution and Portfolio Management.
- Deep microstructure knowledge of at least one asset class (Equity Stat Arb, FX, Fixed Income, or Commodities) along with desire and ability to rapidly learn them all
- Some programming skills (e.g. Python, C++, Java) and ability to navigate Linux servers
- Recent track record, generating >$10m P&L with a Sharpe of 2 +
To discuss these unique opportunities further and to obtain a full job specification, apply here.
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