A large medium-frequency market-neutral global systematic equities team is looking for an Associate Portfolio Manager or Quantitative Researcher to directly add value to a portfolio through innovation idea generation, scientific research, effective portfolio construction, prudent risk management and efficient trade execution.
This role will work directly with a Quantitative Portfolio Manager on an investment team. The APM/QR will work with the team to:
Competitive discretionary and performance linked compensation.
Experience in single-name equities volatility, options strategies, event arbitrage strategies, or any other less traditional strategies
Knowledge of alternative data strategies or KPI predictions
Experience with equity trading, flow data, algorithmic trading, execution, central risk book, and/or market microstructure
Experience with intraday trading and transaction cost analysis
Experience with cloud computing (AWS/Docker/Containers)
Knowledge and experience in utilizing 3rd party algos
Knowledge of Pandas, Sklearn, machine learning and NLP are pluses
With respect to NY- and CA-based applicants, the starting base pay range for this role is between $200000 and $250000 annually. The actual base pay is dependent upon several factors, including, but not limited to, relevant experience, business needs and market demands. This role may also be eligible for bonus compensation and employee benefits.