Specialist Portfolio Manager at WorldQuant

Ramat Gan, TA, Israel

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Not SpecifiedCompensation

Mid-level (3 to 4 years)Experience Level

Full TimeJob Type

UnknownVisa

Finance, Quantitative TradingIndustries

Requirements

2+ years’ experience in developing systematic strategies, including a verifiable track record with positive PnL and Sharpe or equivalent research experience
Strong programming skills in mainstream quant programming languages, such as Python and C++
Quantitative background – includes degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science, and Physics

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
Lead, manage, and grow quantitative investment portfolios
Contribute to broader firm research and strategic initiatives

Skills

Key technologies and capabilities for this role

PythonC++Statistical ModelingPortfolio ManagementQuantitative ResearchSystematic Strategies

Questions & Answers

Common questions about this position

What compensation structure does this role offer?

The role offers transparent and formula-based compensation.

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, strong programming skills in Python and C++, and a quantitative background such as degrees in Mathematics, Statistics, or related fields.

What is the company culture like at WorldQuant?

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

What makes a strong candidate for this portfolio manager role?

A strong candidate will have 2+ years of experience developing systematic strategies with proven positive PnL and Sharpe, strong Python and C++ programming skills, and a quantitative degree from fields like Mathematics or Physics.

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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