FAM Portfolio Manager
FartherFull Time
Senior (5 to 8 years)
Candidates should possess at least two years of experience in developing systematic strategies, including a verifiable track record with positive PnL and Sharpe ratios. Strong programming skills in mainstream quant programming languages, such as Python and C++, are required, along with knowledge of various market inefficiencies and asset classes including global equities and/or ETFs, futures, currencies, and options.
The Independent Portfolio Manager will develop systematic strategies utilizing statistical signals related to market inefficiencies across a broad range of asset classes, independently lead and manage quantitative investment portfolios, and autonomously build their own research pipeline and grow their team, while also contributing to cross-asset execution led by a multi-regional trading team and engaging with the CIO Office in support of research and strategy development.
Quantitative asset management using algorithms
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.