Key Responsibilities of the Quantitative Portfolio Manager include:
- Managing your own quantitative investment portfolio.
- Research, development, implementation and management of systematic trading strategies.
- Developing, maintaining and enhancing trading models, algorithms and systems.
Key Requirements include:
- Minimum one year current and live track record.
- Quantitative languages in either Matlab, Python or R.
- Realised Sharpe of 2+
- PnL USD10mln +
- Have Fully systematic strategies trading global equities (cash), futures and currencies (spot and forwards)
- Expertise in alpha research, portfolio construction, optimisation, risk management, trade execution and Portfolio Management.