Independent Portfolio Manager
WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets.
Locations: Hong Kong, Singapore, or Sydney, Australia.
The Role:
We are seeking candidates with quantitative portfolio management experience and intimate knowledge of systematic strategies.
Job Responsibilities (include, but not limited to the following)
- 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 a quantitative investment portfolio (portfolio will have a separately identifiable track record).
- Autonomy to build your own research pipeline and grow your team.
What You'll Bring:
- 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.
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.
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