Quantitative ETFs Portfolio Manager
Permanent
Portfolio Management
London, New York, Hong Kong, Singapore
This role is with a leading global hedge fund that specializes in data-driven strategies and innovation within the financial markets. The firm has a strong track record of managing ETF portfolios and leveraging quantitative methodologies to deliver superior risk-adjusted returns. With access to cutting-edge technology and a collaborative research environment, the firm empowers its Portfolio Managers to excel in this dynamic and competitive market.

The Quantitative ETFs Portfolio Manager will be responsible for designing, implementing, and managing systematic strategies focused on ETFs (Exchange-Traded Funds). The role requires a deep understanding of ETFs, quantitative modeling expertise, and a proven ability to generate alpha through systematic trading strategies.
Key Responsibilities:
- Develop and execute quantitative trading strategies that leverage ETFs across equities, fixed income, commodities, and other asset classes.
- Optimize ETF portfolio construction, leveraging factor models, arbitrage opportunities, and liquidity management techniques.
- Conduct extensive research on ETF flows, price dynamics, and market trends to identify inefficiencies and trading opportunities.
- Collaborate with research, data science, and trading teams to integrate proprietary models into live trading systems.
- Manage portfolio risk effectively, ensuring adherence to the firm's risk parameters and investment guidelines.
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