A well-established systematic trading fund is looking for a quantitative portfolio manager to join their systematic global macro team. The firm is a rapidly expanding Hedge Fund based in New York with nearly $3 billion allocated to their global macro book. They are looking for candidates with a strong track record who can join an existing trading desk or lead their own team.
This firm offers access to industry leading technology, data, IP ownership, strong PnL splits and lots of individual autonomy.
Responsibilities will include:
- Systematic strategy development of multiple global macro trading strategies
- Backtesting and portfolio construction
- Quantitative Research and big data analysis using Python
- Collaboration with team members in order to foster intuitive ideas backed up by quantitative research
Qualified candidates should possess:
- 3+ years of experience working on a systematic macro book
- Strong programming skills (Python, R, ect.)
- Prior experience in a top tier hedge fund or asset management firm
- Master's degree in a quantitative field from a top tier university, PhD preferred
- Ability to collaborate in a team environment and execute strategies effectively
If there is an interest in the above position, please click the APPLY NOW button below.
