Quantitative Equities Portfolio Manager

Responsibilities

• Strategy Development: Design and implement systematic equity strategies (stat arb, factor-based, event-driven, ML-driven).
• Portfolio Management: Manage risk-adjusted portfolios across global equities (single stocks, sectors, ETFs, baskets).
• Alpha Research: Build, backtest, and optimize alpha signals across large datasets.
• Execution: Work with trading teams to implement execution algorithms minimizing market impact and costs.
• Risk Management: Monitor exposures (factor, sector, region, liquidity, volatility) and ensure adherence to risk limits.
• Collaboration: Partner with quants, researchers, data scientists, and technologists to refine models and infrastructure.
• Performance Reporting: Communicate results, performance attribution, and outlook to senior management and investors.

Key Skills & Experience

• Proven track record running systematic equity strategies with PnL attribution.
• Deep knowledge of equity markets, factor models, and portfolio construction.
• Strong programming skills (Python, C++, R, SQL) and ability to manipulate large datasets.
• Familiarity with machine learning and alternative data applications.
• Expertise in risk management frameworks and execution algorithms.
• Typically 5–15 years’ experience in quantitative finance.
• Advanced degree in mathematics, statistics, physics, computer science, or financial engineering.

Success Metrics

• Consistent positive risk-adjusted returns.
• Low correlation to existing strategies within the firm.
• Robust models that scale across regions/sectors.
• Ability to adapt strategies to evolving market conditions.