New York, New York, United StatesOn-sitePosted 5 hours ago
Finance & Banking
About the Role
Hedge Fund is seeking an Systematic Stat Arb Portfolio Manager to join their quantitative strategies team. This person will be responsible for managing a systematic Equity allocation for the hedge fund.
Responsibilities:
Portfolio construction and risk management of systematic equity portfolio.
Active portfolio rebalancing and trading given market conditions.
Dynamic factor modelling and stress testing of portfolio.
Research and implementation of new data sets into developmental strategies.
Market microstructure research and alpha signal research.
Qualifications:
5+ years of experience working in a Portfolio Management seat within Equities.
Exceptional programming and quantitative skills particularly in Python.
Masters degree in a computational field, Ph.D preferred.
Sharpe Ratio 1.5+.
Annual PnL >$10-20mm.
ID #00020
Tagged as: portfolio management, quantitative research
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What You'll Do
Portfolio construction and risk management of systematic equity portfolio.
Active portfolio rebalancing and trading given market conditions.
Dynamic factor modelling and stress testing of portfolio.
Research and implementation of new data sets into developmental strategies.
Market microstructure research and alpha signal research.
5+ years of experience working in a Portfolio Management seat within Equities.
