Independent Portfolio Manager

Quant Blueprint LLC; Genf, Zug; Vor Ort; CHF 140.000 - 210.000; Vollzeit

Benefits dieser Stelle

Transparent pay

Growth potential

Data access

Cross-asset trading

CIO Office engagement

Zusammenfassung

WorldQuant seeks an Independent Portfolio Manager to develop and manage systematic strategies across global markets from Geneva, Zug, London or Paris. The role emphasizes building a research pipeline, leading a portfolio with a demonstrable track record, and collaborating with a multi-regional trading team.

The candidate should have 2+ years of experience in quantitative portfolio management, with strong Python and C++ programming skills and a proven positive PnL and Sharpe performance.

Qualifikationen

• 2+ years of experience developing systematic strategies with a verifiable track record and positive PnL.
• Proven ability to demonstrate a favorable Sharpe ratio and performance metrics.
• Strong programming skills in Python and C++.

Aufgaben

• Develop systematic strategies using statistical signals across a broad range of asset classes.
• Independently lead, manage and grow a quantitative investment portfolio with a track record.
• Build your research pipeline and expand your team as needed.

Kenntnisse

Systematic strategies

Python

C++

Jobbeschreibung

# Independent Portfolio ManagerWorldQuantGeneva or Zug, Switzerland or London, United Kingdom or Paris, FranceFull-TimePortfolio ManagerPosted March 26, 2026CAREERSIndependent Portfolio ManagerHong Kong or Singapore or Sydney, Australia03:24WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on market inefficiencies. Our teams work collaboratively to drive the production of alphas and financial strategies – the foundation of a balanced, global investment platform.WorldQuant is built on a culture that pairs academic sensibility with accountability for results. Employees are encouraged to think openly about problems, balancing intellectualism and practicality. Excellent ideas come from anyone, anywhere. Employees are encouraged to challenge conventional thinking and possess an attitude of continuous improvement.Our goal is to hire the best and the brightest. We value intellectual horsepower first and foremost, and people who demonstrate an outstanding talent. There is no roadmap to future success, so we need people who can help us build it.### The Role:- We are seeking candidates with quantitative portfolio management experience and intimate knowledge of systematic strategies### Job Responsibilities (include, but not limited to the following)* Develop systematic strategies that use statistical signals associated with various market inefficiencies applied to a broad variety of asset classes including global equities and/or ETFs, futures, currencies and options* Independently lead, manage and grow quantitative investment portfolio (portfolio will have a separately identifiable track record)* Autonomy to build your own research pipeline and grow your team### What You'll Bring:* 2+ years' experience in developing systematic strategies including a verifiable track record with positive PnL and Sharpe* Strong programming skills in mainstream quant programming languages, such as Python and C++### The Independent Portfolio Manager Opportunity:* Transparent and formula-based compensation* Meaningful allocation with growth potential based on performance and scalability* Access to a deep and broad menu of datasets supported by a dedicated data team* Cross-asset execution led by a multi-regional trading team* Opportunity for select engagement with the CIO Office in support of your research and strategy development#LI-SB1