Independent Portfolio Manager

WorldQuant; Paris; Sur place; EUR 80 000 - 120 000; Plein temps

Résumé du poste

WorldQuant in Paris is seeking an Independent Portfolio Manager who specializes in quantitative portfolio management and systematic strategies. The role involves developing systematic strategies across various asset classes, leading a growing team, and having autonomy in research. Candidates should possess strong programming skills in Python and C++ with a proven track record.

WorldQuant values intellectual horsepower and fosters an inclusive environment where innovation thrives. The position offers transparent compensation aligned with performance and growth opportunities.

Qualifications

• 2+ years’ experience in developing systematic strategies with positive PnL and Sharpe ratio.
• Strong programming skills in Python and C++.

Responsabilités

• Develop systematic strategies for global equities and assets.
• Lead and grow quantitative investment portfolio.
• Build research pipeline and grow your team.

Connaissances

Quantitative portfolio management

Systematic strategies

Python

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. 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

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.