Independent Portfolio Manager

WorldQuant; Singapore; On-site; USD 100,000 - 150,000; Full time

Job summary

A leading company in the finance sector is seeking an Independent Portfolio Manager to develop and manage systematic strategies across various asset classes. The ideal candidate will have a strong quantitative background, proven track record, and excellent programming skills in Python and C++. This role offers substantial growth potential and a transparent compensation structure based on performance.

Benefits

Transparent, formula-based compensation structure

Access to extensive datasets

Opportunities for performance-based growth

Qualifications

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

Responsibilities

• Develop systematic strategies using statistical signals for various asset classes.
• Independently manage and grow a quantitative investment portfolio.
• Build a research pipeline and grow a team.

Skills

Quantitative portfolio management

Statistical signals

Strong programming skills

Python

C++

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 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 a quantitative investment portfolio (which will have a separately identifiable track record).
• Build your own research pipeline and grow your team with autonomy.

What You’ll Bring:

• 2+ years’ experience in developing systematic strategies, with a verifiable track record showing positive PnL and Sharpe ratio.
• Strong programming skills in mainstream quant languages, such as Python and C++.

The Independent Portfolio Manager Opportunity:

• Transparent, formula-based compensation structure.
• Meaningful allocation with growth potential based on performance and scalability.
• Access to extensive datasets supported by a dedicated data team.
• Cross-asset execution led by a multi-regional trading team.
• Opportunities to engage with the CIO Office for research and strategy development support.

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