Portfolio Manager

Portfolio Manager

Our client deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures, and foreign exchange. The core of their effort is rigorous research into a wide range of market anomalies, fueled by their unparalleled access to a wide range of publicly available data sources. Over the long run, the most creative and innovative Portfolio Managers have also been the most successful. The organization is structured to strongly support Portfolio Managers and researchers in their research efforts. We are constantly looking for Portfolio Managers who have an outstanding academic and professional track record, with hands on experience running systematic, statistically-driven, scalable trading strategies. Portfolio Manager candidates should have experience with all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring. We seek individuals who are innovative, intellectually driven with an intense curiosity about financial markets and human behavior. The successful candidate will have many or all of these characteristics:

• Advanced degree in economics, finance, or related quantitative fields. A Ph.D. in computer science, statistics, engineering, physics and econometrics or other quantitative science; and professional experience at a hedge fund, prop trading firm or investment bank focused on quantitative analysis, trading system development or algorithmic execution.
• Strong programming skills and extensive experience in building models and analyzing data using C++, Java, Python, Matlab.
• A proven ability to rapidly analyze data, test ideas, prototype models, and produce real-world results.
• Expertise in machine learning, data mining, nonparametric statistics.
• Extensive experience in analyzing large scale datasets of any type.
• Knowledge of time series, signal processing and/or quantitative finance.
• Experience with equities, futures or FX is preferred.
• A keen interest in developing trading and investment strategies.