Quantitative Portfolio Manager – Hedge Fund

Responsibilities:

• Manage systematic trading strategies and generate significant revenue
• Equities, fixed income, systematic macro
• Building and optimising risk of your portfolio
• Work in a collaborative environment with the rest of the team, including traders, developers, etc.
• Lead the team
• Identify new trading opportunities
• You will take an active part in the entire chain of research and development of strategies: brainstorming, modelling, data, study of signals, backtesting, implementation of strategies in a production environment and monitoring of signal performance.

Requirements:

• At least 5 years maximum 10 years of experience within high-frequency trading in equities or fixed income
• MS or Ph.D. in finance, computer science, mathematics, physics, or other quantitative disciplines
• Experienced in market microstructure strategies
• Proven track record of developing on your own and implementing systematic macro strategies
• Experience with alpha research
• Strong programming skills in Python
• Strong analytical and quantitative skills
• A hedge fund background
• Willing to take ownership of his/her work, working both independently

Location: Paris, France

Salary: Competitive + Bonus

REFER A FRIEND

If you're interested in this opportunity, please forward you're CV. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob- call on +44 (0)203 603 4474 email info@srinvestmentpartners.com

Apply now