Portfolio Manager

AAA Global; New York (NY); On-site; USD 250,000 - 450,000; Full time

Benefits offered by this job

Transparent compensation

Growth potential based on performance

Access to datasets

Job summary

AAA Global in New York City or London is seeking a Portfolio Manager focused on systematic trading strategies across global equities and futures.

You will develop and validate data-driven signals, build and test models, and contribute across the full investment lifecycle from idea generation to execution.

The role requires 2+ years of track record in quantitative markets, strong programming skills (Python, C++), and the ability to lead a research pipeline with autonomy.

Qualifications

• 2+ years of experience developing systematic strategies with a verifiable track record.

Responsibilities

• Develop systematic strategies using statistical signals across asset classes including global equities, ETFs, and futures.
• Independently lead and grow quantitative investment portfolio.
• Autonomy to build your own research pipeline and grow your team.

Skills

Python

C++

ML/AI

Job description

Team: Equities/Futures

Location: New York City or London

Experience: 2+ years

About the Opportunity

A leading global quantitative hedge fund is looking to hire a Portfolio Manager primarily focused on systematic trading strategies.

The team develops and deploys systematic MFT strategies in equities and futures across global markets, leveraging large-scale datasets, statistical modeling, machine learning, and advanced quantitative techniques. Successful candidates will have the opportunity to collaborate and contribute across the full investment lifecycle, from idea generation and signal research through strategy development, validation, and implementation.

We are seeking outstanding quantitative researchers from leading academic and industry backgrounds to join our Systematic MFT teams. Candidates should have a proven ability to conduct rigorous research, develop predictive models, and translate data-driven insights into systematic trading strategies.

The Role

• We are seeking candidates with quantitative portfolio management experience in global equities and/or futures markets, preferably EU and APAC

Job Responsibilities

• Develop systematic strategies that use statistical signals associated with various market inefficiencies applied to asset classes including global equities, ETFs, and/or futures
• Independently lead, manage and grow quantitative investment portfolio
• 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++ (use of ML/AI in your process is highly beneficial)

The Portfolio Manager Opportunity

• Transparent 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