Quantitative Portfolio Manager / Trader– Multibillion Statistical Arbitrage Fund recruitment
My 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, a culture dedicated to quantitative trading, and market leading innovative technology.
Requirements:
Proven trading track record (real, not simulated) trading automated strategies with a Sharpe Ratio greater than 2.0, with single digit volatility, the strategy/ strategies should be highly scalable to generate 15-20 PnL per annum, and focused on highly liquid assets (Equity, futures, FX, Commodities, listed options).
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).
Please reply to rw@capitalchase.com , all applicants are handled confidentially