Systematic Equity Statistical Arbitrage Portfolio Manager / Quant Trader
SKILLS
FULL DESCRIPTION
Summary
Our client is a mid sized hedge fund in the systematic trading/ quant finance space. They are looking to hire a quant PM in the quant equity/ stat arb space with a live track record and strong quantitative background. My client is offering a strong upside opportunity with a culture dedicated to innovation and low turnover. They provide a robust infrastructure and the ability to maximize exposure given the size of the fund.
Key Responsibilities/Duties
- Managing a quant / stat arb portfolio in cash equities or equity futures
- Researching and developing new signals/ trade ideas
- Managing portfolio construction and risk
- Work alongside quant and development support in roll out of trading strategy and/or infra
Core Requirements/Qualifications/Skills
- 5 years+ experience in quant/ systematic trading firm
- Multi-year track record managing investment portfolio
- A MSc/PhD from a top-tier university
- A strong background in physics, mathematics or statistics, with good knowledge of statistical models and signal generation
- Proficiency in back-testing, simulation, and statistical techniques
- Data-mining skills paired up with data analysis skills. Previous experience operating with a large amount of tick/data would be beneficial
- Strong programming skills in Python or C++
- CQF preferred
Role:
- Managing a quant / stat arb portfolio in cash equities or equity futures - Researching and developing new signals/ trade ideas - Managing portfolio construction and risk - Work alongside quant and development support in roll out of trading strategy and/or infra
Requirements:
- 5 years+ experience in quant/ systematic trading firm - Multi-year track record managing investment portfolio
- A MSc/PhD from a top-tier university - A strong background in physics, mathematics or statistics, with good knowledge of statistical models and signal generation - Proficiency in back-testing, simulation, and statistical techniques - Data-mining skills paired up with data analysis skills. Previous experience operating with a large amount of tick/data would be beneficial - Strong programming skills in Python or C++ - CQF preferred