Independent Portfolio Manager

Institute of Project Management; London; On-site; GBP 80,000 - 100,000; Full time

Job summary

A financial services firm in London is seeking an experienced Independent Portfolio Manager. This role involves developing systematic strategies to capitalize on market inefficiencies across various asset classes. The ideal candidate will have over 2 years of experience in quantitative portfolio management, strong programming skills in Python and C++, and a proven track record of generating positive PnL. Competitive compensation linked to performance is offered.

Benefits

Transparent compensation

Meaningful allocation with growth potential

Access to extensive datasets

Qualifications

• 2+ years' experience in developing systematic strategies with verifiable positive PnL and Sharpe.
• Experience in quantitative finance and systematic strategies.

Responsibilities

• Develop systematic strategies using statistical signals associated with market inefficiencies.
• Lead, manage, and grow a quantitative investment portfolio.
• Build your own research pipeline and grow your team.

Skills

Quantitative portfolio management experience

Strong programming skills in Python

Strong programming skills in C++

Job description

• Location London, England, United Kingdom

WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on market inefficiencies. Our teams work collaboratively to drive the production of alphas and financial strategies – the foundation of a balanced, global investment platform.

WorldQuant is built on a culture that pairs academic sensibility with accountability for results. Employees are encouraged to think openly about problems, balancing intellectualism and practicality. Excellent ideas come from anyone, anywhere. Employees are encouraged to challenge conventional thinking and possess an attitude of continuous improvement.

Our goal is to hire the best and the brightest. We value intellectual horsepower first and foremost, and people who demonstrate an outstanding talent. There is no roadmap to future success, so we need people who can help us build it.

The Role

We are seeking candidates with quantitative portfolio management experience and intimate knowledge of systematic strategies

Responsibilities

• Develop systematic strategies that use statistical signals associated with various market inefficiencies applied to a broad variety of asset classes including global equities and/or ETFs, futures, currencies and options
• Independently lead, manage and grow quantitative investment portfolio (portfolio will have a separately identifiable track record)
• Autonomy to build your own research pipeline and grow your team

About You

2+ years’ experience in developing systematic strategies including a verifiable track record with positive PnL and Sharpe

Strong programming skills in mainstream quant programming languages, such as Python and C++

The Independent Portfolio Manager Opportunity

• Transparent and formula-based compensation
• Meaningful allocation with growth potential based on performance and scalability
• Access to a deep and broad menu of datasets supported by a dedicated data team
• Cross-asset execution led by a multi-regional trading team
• Opportunity for select engagement with the CIO Office in support of your research and strategy development

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WorldQuant is an equal opportunity employer and does not discriminate in hiring on the basis of race, color, creed, religion, sex, sexual orientation or preference, age, marital status, citizenship, national origin, disability, military status, genetic predisposition or carrier status, or any other protected characteristic as established by applicable law.