Quantitative Portfolio Manager - Macro, Futures and Cash Equities Trading

My client is a multi-manager hedge fund which covers intraday and mid-frequency trading strategies across liquid markets. The firm is currently looking for PMs trading intraday/mid frequency strategies in Equities or cross-asset Futures to set up teams in New York, London, Singapore or Hong Kong.

They have a mandate for Quant PMs or Quant Traders with a track record of researching, deploying and managing strategies with Sharpe ratios above 2 to set up teams in return for a significant risk allocation with strong guaranteed compensation, and PnL % payouts once trading goes live.

Successful candidates will have experience with researching, developing and monitoring strategies, and will be skilled in programming languages such as Python and C++.

The Role

• Plug into the fund's existing PM platform
• Designing, backtesting, and deploying trading st...