Market-Neutral Systematic Equities PM — Quant Alpha Lead

BW; New York (NY); On-site; USD 150,000 - 200,000; Full time

Job summary

BW in New York is looking for a Systematic Equities Portfolio Manager to lead the development and management of data-driven investment strategies within global equity markets. The candidate will collaborate with various teams to implement systematic trading strategies and optimize risk management.

The ideal applicant requires a Master’s or PhD in a quantitative field and over 7 years of relevant experience in systematic equities trading.

Qualifications

• 7+ years of experience in systematic equities trading or portfolio management.
• Strong background in statistical modeling and algorithmic trading strategies.
• Proven track record of developing profitable systematic equity strategies.

Responsibilities

• Develop and implement systematic trading strategies in equities markets.
• Conduct rigorous research to identify market inefficiencies.
• Monitor market conditions and make real-time adjustments as needed.

Skills

Quantitative modeling

Machine learning

Statistical analysis

Algorithmic trading

Risk management

Programming in Python

High-performance computing

Education

Master’s or PhD in a quantitative field

Tools

Python

C++

R

Job description

BW in New York is looking for a Systematic Equities Portfolio Manager to lead the development and management of data-driven investment strategies within global equity markets. The candidate will collaborate with various teams to implement systematic trading strategies and optimize risk management.

The ideal applicant requires a Master’s or PhD in a quantitative field and over 7 years of relevant experience in systematic equities trading.