Quantitative Portfolio Manager

  • base + % of PnL
  • New York, NY, États-Unis New York NY US
  • CDI, Plein-temps
  • Non-disclosed
  • 13 juil. 18 2018-07-13

New York Hedge Fund is seeking Systematic Quant Portfolio Managers with own portable strategy.

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Our Client deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures, and foreign exchange.

The organization is structured to strongly support Portfolio Managers and researchers in their research efforts.

Job Description

We are  looking for Portfolio Managers who have an outstanding academic and professional track record, with hands on experience running systematic, statistically-driven, scalable trading strategies. Candidates should have experience with all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring. We seek individuals who are innovative, intellectually driven with an intense curiosity about financial markets and human behavior.