One of most highly respected hedge funds in world who consistently achieving market beating returns are looking to hire a highly experienced Equity Statistical Arbitrage Portfolio Manager/Quantitative Researcher to take a hands-on role in managing and shaping the firms growing presence in quantitative equities.
The role will in involve:
- Researching and implementing trading signals for global cash equities that can be traded in a systematic portfolio.
- Identifying and collecting market data required for alpha generation; forming and testing investment hypotheses; implementing trading signals in an automated production processes.
- Participating in collaborative portfolio management, including signal aggregation, portfolio optimization, transaction cost management, risk targeting and risk exposure management.
- Monitoring the performance of trading models and analyzing signal and return attribution as requested by management.
- Interacting with other departments – technology, operations, trading, marketing and accounting – to ensure current and proposed ideas are implemented, monitored and executed efficiently and accurately.
- Regularly presenting findings and ideas to management and investment committee.
Required Skills/Experience
- 5+ years of experience in systematic equities trading with demonstrable success generating significant returns and achieving a high sharpe ratio.
- Substantial responsibility developing and implementing a broad variety of alpha signals and managing a sizable trading portfolio.
- Advanced programming experience in languages suited for quantitative modeling
