Key Responsibilities:
- Develop systematic equity trading strategies and manage own quantitative investment portfolio with individual track record
- Portfolio construction and risk management
- Active portfolio rebalancing and trading given market conditions
- Research and implementation of new data sets into developmental strategies
- Back testing and understanding of strategies including abstractions and requirements
- Market microstructure research and alpha signal research
Requirements:
- Have 2+ years of experience working in a PM seat or 5+ years experience as a Quant researcher having developed profitable trading strategies
- Track record showing Sharpe above 1.5.
- Exceptional programming skills particularly in Python
- An MSc/PhD in a quantitative discipline
