Quantitative Portfolio Manager

Point72; London; On-site; GBP 180,000 - 240,000; Full time

Job summary

A leading investment firm in London is seeking a Quantitative Portfolio Manager to manage portfolio risk and oversee automated trade execution. The ideal candidate will have over 10 years of experience developing quantitative models and will excel in research methodologies. This full-time role requires strong analytical skills and innovative thinking in finance. Competitive compensation and dynamic team environment offered.

Qualifications

• 10+ years’ experience developing quantitative models for equities, futures and/or FX.
• Hands-on research experience, including data analysis and performance monitoring.
• Innovative mindset with a curiosity about financial markets.
• Innovative, intellectually driven, with an intense curiosity about financial markets and human behavior.

Responsibilities

• Manage portfolio risk by evaluating strategy performance.
• Oversee automated trade execution and monitor transaction costs.
• Supervise a small team of researchers.
• Designing, researching, and managing sophisticated investment strategies by creating and engineering advance quantitative financial computer modeling systems to aid in analysis and research.
• Performing research to acquire historical and production data sources needed to build investment models.
• Designing and developing quantitative mathematical algorithms to link the diverse data sets from various providers.
• Engineering investment models that will make buy and sell recommendations for the portfolios using advanced quantitative mathematics, statistics and investment theory to design and program strategies that explicitly forecast risk, return, and trading costs.
• Using quantitative models to value securities.
• Conducting ongoing, cutting-edge quantitative research and analysis to enhance existing strategies and to expand into new markets.
• Developing aspects of successful statistical models, focusing on forecasting and optimization.
• Expanding trading universe and volume and expanding to other exchanges and products.

Skills

Risk management

Quantitative analysis

Research methodologies

Statistical modeling

Data collection

Education

Advance degree (Masters or Ph.D.)

Job description

Join to apply for the Quantitative Portfolio Manager role at Point72.

Overview

Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.

Role

• Dynamically managing portfolio risk by evaluating historical and real-time strategy performance.
• Overseeing automated trade execution and monitoring transaction costs.
• Supervising a small team of researchers and developers on a daily basis.
• Designing, researching, and managing sophisticated investment strategies by creating and engineering advance quantitative financial computer modeling systems to aid in analysis and research.
• Performing research to acquire historical and production data sources needed to build investment models.
• Designing and developing quantitative mathematical algorithms to link the diverse data sets from various providers.
• Engineering investment models that will make buy and sell recommendations for the portfolios using advanced quantitative mathematics, statistics and investment theory to design and program strategies that explicitly forecast risk, return, and trading costs.
• Using quantitative models to value securities.
• Conducting ongoing, cutting-edge quantitative research and analysis to enhance existing strategies and to expand into new markets.
• Developing aspects of successful statistical models, focusing on forecasting and optimization.
• Expanding trading universe and volume and expanding to other exchanges and products.

Requirements

• Advance degree (Masters or Ph.D.) in a computational or analytical field.
• Minimum of 10 years’ experience developing, researching or implementing quantitative models for equities, futures and/or FX.
• Hands-on experience with all aspects of the research process, including methodology, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.
• Innovative, intellectually driven, with an intense curiosity about financial markets and human behavior.

Seniority level

• Mid-Senior level

Employment type

• Full-time

Job function

• Finance and Sales