Quantitative Portfolio Manager (PM) - Global Industry Leader/Systematic Multi-Manager - New Yor[...]

Up to $300,000 starting base + % PnL cut. Location: New York (HQ). London/Singapore as additional options. Hybrid (3days). Client: Globally leading quantitative multi-manager investing firm founded in the early 2010s. Strong reputation in HFT/Intraday/MFT across a multitude of strats including Equities, Global Macro (Futures/FX, Commodities, Rates) and Credit. Multidisciplinary team of 300 highly accomplished quantitative and industry subject matter experts, including ACM-ICPC/Hackathon Winners, IOI/IMO/IPhO Medallists. PM-Pod environment, typical team size of less than 5, shared centralized tech/infra. Reputably known for successfully acquiring team moves from competitor funds. Role: Directly manage portfolio risk. Develop and deploy systematic portfolio of quantitative investing strategies across Equities, Global Macro or Credit specifically for HFT/Intraday/MFT. Oversee all automated trade execution, trade performance and monitoring transaction costs. Formulate a new systematic trading pod including growing and supervising a small team of quants and developers. Aspire to expand across new trading universe and volume to other exchanges and products. Required skills: Currently managing risk directly at a reputable competitor fund or systematic prop firm. Developing and deploying a portfolio of quantitative strategies across all major asset classes including but not limited to: Equities, Futures, Global Macro, Credit. At least 1-year PnL track record with a minimum S/R of at least 2.5 for Intraday/MFT. Advanced degree in a highly scientific, quantitative or computational discipline (examples include STEM and Machine Learning). Working proficiency in one of the main OO programming languages: C++, Python. If this opportunity is of interest, please apply direct or email me at View email address on click.appcast.io . #J-18808-Ljbffr Hunter Bond