Independent Portfolio Manager

WorldQuant

Hongkong

On-site

HKD 70,000 - 120,000

Full time

14 days+

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Benefits offered by this job

Transparent compensation structure

Access to extensive datasets

Growth potential based on performance

Job summary

A leading financial firm in Hong Kong is seeking an Entry Level Portfolio Manager. This role involves developing systematic strategies based on quantitative analysis and managing an investment portfolio with growth potential. Candidates should have at least 2 years of relevant experience and strong programming skills in Python and C++. The firm offers transparent compensation and access to extensive datasets for effective strategy development.

Qualifications

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

Responsibilities

Develop systematic strategies using statistical signals tied to market inefficiencies.
Independently manage a quantitative investment portfolio with a separate track record.
Build a research pipeline and grow your team.

Skills

Programming in Python

Programming in C++

Quantitative analysis

Job description

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

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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.

Seniority level