Independent Portfolio Manager

WorldQuant; City of Westminster; On-site; GBP 80,000 - 100,000; Full time

Job summary

A leading financial technology firm in the City of Westminster seeks a Quantitative Portfolio Manager experienced in developing systematic strategies. Candidates should have over 2 years in portfolio management, with a strong programming background in Python and C++. You will independently manage and grow a quantitative investment portfolio while having autonomy to build your own research pipeline. This role offers the opportunity to engage with executive leadership in strategy development.

Qualifications

• 2+ years' experience in developing systematic strategies with a positive track record.
• Strong programming skills in mainstream quant programming languages like Python and C++.

Responsibilities

• Develop systematic strategies using statistical signals for market inefficiencies.
• Lead, manage, and grow a quantitative investment portfolio.
• Build your own research pipeline supported by a dedicated data team.
• Engage with the CIO Office for research and strategy development.

Skills

Quantitative portfolio management

Statistical strategies

Programming in Python

Programming in C++

Job description

Overview

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.

Responsibilities

• We are seeking candidates with quantitative portfolio management experience and intimate knowledge of systematic strategies, 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; 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.

Qualifications

• 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++.