Quantitative PM – Multibillion Statistical Arbitrage Fund (New York or Asia based) recruitment
My client is a looking for up to 3 senior portfolio managers to join their fund as soon possible. The fund is a private institutional investment management company that applies a multi strategy, highly complex, quantitative approach to investing, across the low, mid, and high frequency domains leveraging very sophisticated mathematical models to predict the movements in worldwide financial markets , and is not competing in the pure “latency race”. The fund is active across most asset classes, geographies, and liquid markets, with the aim to find new innovative ways to generate alpha.
The right candidate will have a:
Proven trading track record within an investment management environment, trading automated strategies with a minimum Sharpe Ratio of 3.0, maximum draw down should be less than 5%, the strategy/ strategies should be highly scalable, and sustainable in their PnL.
The right candidate should also be self motivated, and want to work in a flat and very autonomous environment, with a transparent compensation structure (i.e. formula bonus).
If you are interested and believe to be a good fit for this position, please reply to rw@capitalchase.com for immediate consideration