We are working with a leading and top-performing hedge fund to recruit an experienced Intraday Quant Portfolio Manager. This role is tailored for a quantitative expert specializing in short-term trading strategies and intraday alpha generation.
Key Responsibilities:
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Develop, implement, and manage intraday quantitative trading strategies across multiple asset classes.
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Leverage industry-leading execution platforms and data sources to optimize strategy performance and achieve best execution.
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Continuously monitor market conditions to identify intraday trading opportunities, adjusting strategies in real-time based on quantitative signals.
Requirements:
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Minimum of 5 years of relevant experience as a Portfolio Manager, Sub PM, or Senior Researcher focusing on intraday quant strategies at hedge funds.
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Proven track record of generating a minimum of $10M P&L with a Sharpe ratio of 1.5+ in intraday trading.
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Expertise in building and running short-term, high-frequency trading strategies.
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Experience with quantitative modeling, data analysis, and algorithmic trading.
This role offers a unique opportunity to join a prestigious hedge fund and take a leading position in driving the success of intraday quant strategies. If you have a passion for short-term trading and a record of strong performance, we encourage you to apply.
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