We are looking for a highly skilled Quant Portfolio Manager to join our client's established fund, which has a strong 10+ year track record managing $5+ billion in AUM. The ideal candidate will possess a proven ability to achieve a Sharpe ratio of 1.5 or above and will have significant experience in systematic macro or equity traded products.
Key Responsibilities:
- Develop and execute quantitative strategies targeting macro or equity markets to maximize risk-adjusted returns.
- Perform rigorous data analysis and backtesting to refine and enhance investment models.
- Collaborate with research and trading teams to identify and capitalize on market opportunities.
- Continuously monitor portfolio performance and make data-driven adjustments as needed.
Qualifications:
- Proven track record in quantitative portfolio management, specifically with macro or equity products.
- Strong academic background in finance, mathematics, or a related field.
- Demonstrated success with a Sharpe ratio of 1.5 or higher.
- Proficiency in programming languages (e.g., Python, R) and quantitative finance tools.
- Excellent analytical, communication, and problem-solving skills.
If you are a driven professional looking to leverage your expertise in a high-performing environment, we encourage you to reach out to robert@paragonalpha.com
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