Finance & Banking • New York, New York, United States
Systematic Equity Alpha Portfolio Manager
New York, New York, United StatesOn-sitePosted 10 hours ago
Finance & Banking
About the Role
Hedge Fund in New York seeks a Systematic Stat Arb Portfolio Manager to lead a systematic equity allocation within the quantitative strategies team.
You will build portfolios, manage risk, rebalance actively, apply dynamic factor models and stress tests, and prototype new data sets. Strong Python programming and a track record of 5+ years in equity portfolio management are essential; a Masters in a computational field or PhD is preferred, with Sharpe ratio >1.5 and annual PnL >$10-20mm.
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What You'll Do
Hedge Fund in New York seeks a Systematic Stat Arb Portfolio Manager to lead a systematic equity allocation within the quantitative strategies team.
You will build portfolios, manage risk, rebalance actively, apply dynamic factor models and stress tests, and prototype new data sets.
Strong Python programming and a track record of 5+ years in equity portfolio management are essential; a Masters in a computational field or PhD is preferred, with Sharpe ratio >1.5 and annual PnL >$10-20mm.
