Quantitative Portfolio Manager / Trader– Multibillion Statistical Arbitrage Fund recruitment
The client is a looking for up to 2 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 Fund can also offer substantial asset allocation (multibillion AUM), a culture for quantitative trading, and top of line technology.
Requirements:
Proven trading track record within trading automated strategies with a minimum Sharpe Ratio of 1.5, maximum draw down should be less than 5%, the strategy/ strategies should be highly scalable and focused on highly liquid assets (Equity, futures, FX, Commodities).
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