Key Responsibilities of the Quantitative Portfolio Manager include:
- Managing your own quantitative investment portfolio.
- Research, development, implementation and management of systematic trading strategies.
- Developing, maintaining and enhancing trading models, algorithms and systems.
Key Requirements include:
- Experience in running a large book: AUM US$200mn+
- Minimum 2/3 years current and live track record
- Quantitative languages in either - Matlab, Python or R.
- Masters or PHD in scientific subject.
- Realised Sharpe of 1.5+
- PnL USD5mln +
- Fully systematic strategy
- Expertise in alpha research, portfolio construction, optimization, risk management, trade execution and Portfolio Management.