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    High Frequency Portfolio Manager, Quant Hedge Fund, London - Delta Executive Search

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    Accounting / Finance
    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 Strategies

    Job 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

    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++
    • Masters or PhD degree in a relevant subject such as Computer Science, Applied Mathematics, Statistics, or a related field

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