Book Portfolio Manager

WorldQuant; Paris; Sur place; EUR 70 000 - 130 000; Plein temps

Avantages offerts par ce poste

Transparent and formula-based compensation

Access to WorldQuant’s alpha pool and portfolio management tools

Opportunities for collaboration and mentorship

Résumé du poste

WorldQuant in Paris is looking for a candidate with quantitative portfolio management experience to develop systematic strategies that exploit market inefficiencies. The role requires strong programming skills in Python and C++, as well as a proven track record in systematic strategies.

Successful candidates will have access to innovative technology platforms, participate in research conferences, and have the autonomy to build their own strategies while collaborating with others.

Qualifications

• 2+ years’ experience in developing systematic strategies with a verifiable track record of positive PnL and Sharpe.

Responsabilités

• Develop systematic strategies exploiting predictive signals associated with market inefficiencies.
• Lead, manage, and grow a quantitative investment portfolio.
• Contribute to broader firm research and strategic initiatives.

Connaissances

Quantitative portfolio management experience

Strong programming skills in Python

Strong programming skills in C++

Description du poste

WorldQuant 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.

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

• 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 exploit statistically-based predictive signals associated with various market inefficiencies applied to a broad variety of asset classes including global equities and/or ETFs, futures, currencies and options.
• Lead, manage and grow quantitative investment portfolio.
• Contribute to broader firm research and strategic initiatives.

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 Book Portfolio Manager Opportunity

• Transparent and formula-based compensation.
• Opportunities to contribute to other research and strategy initiatives.
• Access to WorldQuant’s alpha pool, portfolio management tools and innovative technology platforms.
• Access to a deep and broad menu of datasets supported by a dedicated data team.
• State-of-the-art cross asset execution led by a multi-regional trading team.
• Participation in internal research conferences and forums.
• Autonomy to build your own strategies along with several opportunities for collaboration and mentorship.
• Access to cutting edge AI and Machine Learning efforts in financial markets.

WorldQuant is an equal opportunity employer and does not discriminate in hiring on the basis of race, color, creed, religion, sex, sexual orientation or preference, age, marital status, citizenship, national origin, disability, military status, genetic predisposition or carrier status, or any other protected characteristic as established by applicable law.