Systematic Equity Alpha Portfolio Manager

Hedge Fund in New York seeks a Systematic Stat Arb Portfolio Manager to lead a systematic equity allocation within the quantitative strategies team. You will build portfolios, manage risk, rebalance actively, apply dynamic factor models and stress tests, and prototype new data sets. Strong Python programming and a track record of 5+ years in equity portfolio management are essential; a Masters in a computational field or PhD is preferred, with Sharpe ratio >1.5 and annual PnL >$10-20mm.