Portfolio Manager – New York – Quant Fund recruitment
The firm: Newly established multi strategy quant hedge-fund with significant backing
Located: New York, London, Singapore.
Current Size: 6 portfolio managers who have joined from top tier funds.
Mandate: Portfolio manager will be responsible for researching and developing systematic trading alpha for:
Quant Equity
• Equity Market Neutral
• Technical/Fundamental Equities
• Event-Driven/Sentiment
• Holdings-based HF replication
Quant Futures and Forwards
• Commodity Trading Advisors
• Short-Term Traders
• Systematic Macro
• Factor-based HF replication
Quant Options
• Volatility Arbitrage
Quant Credit
• Correlation, Long/Short
High Frequency
• Signal Driven
We are looking for a portfolio manager with a track record and we are using the following selection criteria:
- Sharpe of 1.5-2.5.
- Holding periods between 2 hours and 2 weeks.
- 3 Year live trading (track record).
- Entrepreneurial.
- Ability to work in a team environment.
- Strong technical skills.
Selling points / details
- The firm is in start up phase – joining at this stage will enable you to make a big impact.
- The firm has backing from a large institutional fund management company enabling them to grow quickly and use resources of their partner.
- Joining at the early stage – there may be some equity available (case by case).
- Keep your IP.
- Performance related bonus (15%-25%) of the PL generated goes to the bonus.
Contact James Kennedy - James.kennedy@njfsearch.com