QUANTITATIVE PORTFOLIO MANAGER, FUTURES AND FX
US or Europe
TEAM OVERVIEW
Our client is a quantitative research and trading team with a strong track record in systematic equities. The founding members have approximately 70 years quantitative trading experience between them, with backgrounds from the senior ranks at top tier institutions. Having established the core infrastructure, trading processes and delivered performance, they are now looking to aggressively expand across multiple areas of the business. For the right individual they offer a highly rewarding front office role in a fast paced and collaborative environment, where each individual's impact can be clearly seen.
PRINCIPAL RESPONSIBILITIES
- Work alongside the Senior Portfolio Manager on developing systematic trading strategies, with a primary focus on global futures and FX strategies:
- Idea generation
- Data gathering and research/analysis
- Model implementation and back testing
- Work on building out state of the art infrastructure to trade futures and FX globally intraday.
REQUIRED TECHNICAL SKILLS
- Strong programming skills in any object-oriented language such as Python and C++.
- Strong Linux knowledge.
- Bachelors, Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or a related field from a top ranked university.
PREFERRED EXPERIENCE
- 10+ years of experience working in a quantitative systematic research/trading capacity with a focus on mid and high frequency futures and FX trading strategies.
- Prior experience in managing a quantitative research team.
- Recent direct experience managing a strategy.
HIGHLY VALUED RELEVANT EXPERIENCE
- Candidates with demonstrable track record in managing a futures and FX portfolio will be preferred.