An established, well-resourced quantitative hedge fund is in search of a Lead Quantitative Portfolio Manager to build and lead a high-capacity systematic equities business. This is the opportunity to drive PnL in a collaborative and high-performing atmosphere. This opportunity offers unmatched visibility, directly facing-off with C-Suite, and an incredible environment to scale a successful systematic equities business.
Responsibilities:
Research, develop, and implement profitable (2+ sharpe) systematic equities strategies
Hire and lead a team of quantitative researchers
Liaise with C-Suite to drive investment decisions to effectively scale this desk
Remain hands-on in a coding & research capacity whilst performing managerial responsibilities
Requirements:
7-15+ years of applied quant research, trading, and/or portfolio management expereince
Multi-year track record of developing high sharpe equities strategies
Experience building intraday to weekly-holding period equities strategies
Masters Degree or PhD in a highly technical domain