Quant Portfolio Lead — Systematic Cross-Asset Strategies

WorldQuant; Genf, Zug; On-site; CHF 180,000 - 320,000; Full time

Job summary

WorldQuant in Geneva, Switzerland seeks a Book Portfolio Manager with 2+ years of experience in developing systematic strategies to lead, manage and grow a quantitative investment portfolio across global assets.

You will access WorldQuant's alpha pool, datasets, and cross-asset execution, collaborating with multi-regional teams and participating in internal research conferences and forums.

Qualifications

• 2+ years’ experience in developing systematic strategies with a verifiable track record of positive PnL and Sharpe.
• Strong programming skills in mainstream quant languages, such as Python and C++.

Responsibilities

• Develop systematic strategies that exploit statistically-based predictive signals across asset classes (equities, ETFs, futures, currencies, options).
• Lead, manage and grow a quantitative investment portfolio.
• Contribute to broader firm research and strategic initiatives.

Skills

Python

C++

Quant research

Job description

WorldQuant in Geneva, Switzerland seeks a Book Portfolio Manager with 2+ years of experience in developing systematic strategies to lead, manage and grow a quantitative investment portfolio across global assets.

You will access WorldQuant's alpha pool, datasets, and cross-asset execution, collaborating with multi-regional teams and participating in internal research conferences and forums.