banyak groupBrooklyn, NY
Systematic Statistical Arbitrage Portfolio Manager
$10.00 - $20.00 per hour
Apply (opens in a new tab)Systematic Statistical Arbitrage Portfolio Manager
Systematic Statistical Arbitrage Portfolio Manager
banyak groupBrooklyn, NY
yesterday
$10.00 - $20.00 per hour
Portfolio Management and Investment AdviceMiscellaneous Financial Investment ActivitiesOpen-End Investment Funds
Apply for this role (opens in a new tab)Hedge Fund is seeking an Systematic Stat Arb Portfolio Manager to join their quantitative strategies team. This person will be responsible for managing a systematic Equity allocation for the hedge fund.
Responsibilities:
Portfolio construction and risk management of systematic equity portfolio.
Active portfolio rebalancing and trading given market conditions.
Dynamic factor modelling and stress testing of portfolio.
Research and implementation of new data sets into developmental strategies.
Market microstructure research and alpha signal research.
Qualifications:
5+ years of experience working in a Portfolio Management seat within Equities.
Exceptional programming and quantitative skills particularly in Python.
Masters degree in a computational field, Ph.D preferred.
Sharpe Ratio 1.5+.Annual PnL >$10-20mm.
ID #00020 Tagged as: portfolio management, quantitative research
Also on the board Same function, level within a rung
Level
Senior
Salary
$10.00 - $20.00 per hour
Location
Brooklyn, NY
Occupation
Financial Quantitative Analysts
Industry
Portfolio Management and Investment Advice
Posted
yesterday