A very successful and tenured Portfolio Manager at a globally leading hedge fund is looking to add multiple headocunt to his systematic equities team. Ideally, this candidate should have 2 - 7 years of relevant systematic equity research in EU, Japan, or other EM's.
Principal Responsibilities
- Work alongside the Portfolio Manager on developing systematic trading strategies, with a primary focus on:
- Idea generation
- Data gathering and research/analysis
- Model implementation and back testing for systematic global equities strategies
- Conduct research across a variety of quantitative trading strategies, including but not limited to, fundamental, events, flow, statistical arbitrage.
- Conduct research across multiple regions including US, Europe, Japan and other non US equity markets.
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
- 2-7 years' experience within quantitative equity strategies, as evidenced by experience at an asset manager, or trading groups within a hedge fund.
- For those with no prior experience, relevant internships are extremely advantageous.
- Strong experience and understanding of statistical modelling techniques for equities trading.
- Prior experience researching datasets across multiple regions.
Highly Valued Relevant Experience
- Candidates who have prior experience in managing European or Japanese long short equity portfolios are highly valued.
