Systematic Statistical Arbitrage Portfolio Manager
$10 per hourBanyak Group
Hedge Fund is seeking an Systematic Stat Arb Portfolio Manager to join their quantitative strategies team. This person will be responsible for managing a systematic Equity allocation for the hedge fund.
Responsibilities:
- Portfolio construction and risk management of systematic equity portfolio.
- Active portfolio rebalancing and trading given market conditions.
- Dynamic factor modelling and stress testing of portfolio.
- Research and implementation of new data sets into developmental strategies.
- Market microstructure research and alpha signal research.
Qualifications:
- 5+ years of experience working in a Portfolio Management seat within Equities.
- Exceptional programming and quantitative skills particularly in Python.
- Masters degree in a computational field, Ph.D preferred.
- Sharpe Ratio 1.5+.
- Annual PnL >$10-20mm.
ID #00020
Tagged as: portfolio management, quantitative research
#J-18808-LjbffrVacancy posted 20 hours ago
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