Our client, a small hedge fund that has doubled in size over the last year to $4Bn AUM, have improved their infrastructure substantially and therefore looking for shorter term horizon traders. The requirement is for those that have holding periods between 30 mins to 2 days and sharpe ratios above 2+ on their strategies.
They are looking for Quant Portfolio Managers, Traders, Sub PM’s or even strong researchers that can prove that they have the ability to take on such responsibilities.
This position will give full autonomy to take ownership of the space with zero correlation to anyone within the fund. There is a budget to assist with the growth of your own team, be it a dedicated developer or researcher.
The role sits on West/East Coast or in London. We would like to talk with candidates that have successful quantitative strategies for a variety of asset classes, including Currencies, Equities, Statistical Arbitrage, Futures, and related derivatives in the Global Market place.
Requirements:
- Extensive experience in quant/ systematic trading firm
- Multi-year track record managing investment portfolio
- A MSc/PhD from a top-tier university
- A strong background in physics, mathematics or statistics, with good knowledge of statistical models and signal generation
- Proficiency in back-testing, simulation, and statistical techniques
- Data-mining skills paired up with data analysis skills. Previous experience operating with a large amount of tick/data would be beneficial.
- Strong programming skills in Python or C++
- Expertise in alpha research, portfolio construction, optimization, risk management, trade execution and Portfolio Management.
- Ability to deploy and manage a strategy from inception.