Book Portfolio Manager at WorldQuant

Sydney, New South Wales, Australia

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Not SpecifiedCompensation

Mid-level (3 to 4 years)Experience Level

Full TimeJob Type

UnknownVisa

Quantitative Finance, Asset ManagementIndustries

Requirements

2+ years’ experience in developing systematic strategies, including a verifiable track record with positive PnL and Sharpe ratio
Strong programming skills in mainstream quant programming languages, such as Python and C++

Responsibilities

Develop systematic strategies utilizing statistical signals associated with various market inefficiencies applied to a broad variety of asset classes including global equities and/or ETFs, futures, currencies, and options
Lead, manage, and grow quantitative investment portfolios
Contribute to broader firm research and strategic initiatives

Skills

Key technologies and capabilities for this role

PythonC++Systematic StrategiesQuantitative Portfolio ManagementStatistical Signals

Questions & Answers

Common questions about this position

What is the compensation structure for the Book Portfolio Manager role?

Compensation is transparent and formula-based, with a clearly defined structure based on established formulas.

Is this position remote or does it require office work?

This information is not specified in the job description.

What skills and experience are required for this role?

Candidates need 2+ years’ experience in developing systematic strategies with a verifiable track record of positive PnL and Sharpe ratio, plus strong programming skills in Python and C++.

What is the company culture like at WorldQuant?

WorldQuant fosters a culture that pairs academic sensibility with accountability for results, encouraging open thinking, continuous improvement, and valuing intellectual horsepower.

How should I apply for this position and what makes a strong candidate?

Submit your application through the WorldQuant platform. Strong candidates will have 2+ years of experience developing systematic strategies with proven positive PnL and Sharpe ratio, plus strong Python and C++ skills.

WorldQuant

Quantitative asset management using algorithms

About WorldQuant

WorldQuant is a quantitative asset management firm that focuses on managing investments for institutional clients like pension funds and sovereign wealth funds. The firm uses data and predictive algorithms to analyze financial markets and identify investment opportunities. Its approach involves algorithmic trading, where mathematical models guide investment decisions. Unlike many competitors, WorldQuant encourages a culture of experimentation and innovation among its employees, allowing everyone to contribute ideas regardless of their position. The company's goal is to generate returns for its clients while maintaining a commitment to equal opportunity in the workplace.

Greenwich, ConnecticutHeadquarters

2007Year Founded

$148.5MTotal Funding

N/ACompany Stage

Quantitative Finance, Financial ServicesIndustries

1,001-5,000Employees

Benefits

Performance Bonus

Flexible Work Hours

Risks

Increased competition from AI-driven investment firms like ADIA.

Regulatory scrutiny on algorithmic trading practices is increasing globally.

Market volatility challenges the performance of algorithmic trading models.

Differentiation

WorldQuant employs over 1,000 professionals across 27 global offices.

The firm uses predictive algorithms to manage assets and generate client returns.

WorldQuant emphasizes equal opportunity, allowing all employees to contribute meaningfully.

Upsides

Increased focus on alternative data sources is gaining traction in quantitative finance.

Machine learning integration in portfolio management allows better market trend predictions.

Quantum computing offers potential for faster, complex calculations in algorithmic trading.

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