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Funds Director - London, United Kingdom - Delta Executive Search
Description
Our client, a leading Quant Hedge Fund with a strong track record, is looking to add experienced Systematic Portfolio Managers who employ High Frequency StrategiesJob 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 optionsIndependently 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 teamWhat You'll Bring:2+ years' experience in developing systematic strategies including a verifiable track record with positive PnL and SharpeStrong programming skills in mainstream quant programming languages, such as Python and C++Masters or PhD degree in a relevant subject such as Computer Science, Applied Mathematics, Statistics, or a related field