Quantitative Portfolio Manager/Strategist (High % PnL)

Recruiter
Anson McCade
Location
London
Salary
Competitive
Posted
25 Jul 2017
Expires
15 Aug 2017
Contract Type
Permanent

Quantitative Portfolio Manager/Strategist (High % PnL)

My client seeks strategists and developers of automated trading strategies with proven tracks records of profitability.

A successful Portfolio Manager candidate will have over two years experience committing capital, must excel at risk management and be the primary force behind the trading strategy.

Position Description:

My client is a leading quant hedge fund which specialises in fully automated trading. They have developed a fantastic automated trading platform, featuring direct market access to the major financial exchanges. They will provide the technology, the capital, detailed historical data and highest/quickest quality executions- you will leverage these tools to build profitable trading strategies.

This position will be directly responsible for generating profits for the company. A core part of my clients' culture is to share profits with people who are responsible for them. Therefore, this position is potentially very lucrative. You will be provided with the resources needed; it will be you who develops and drives these strategies to maximum profitability. As your strategies are proven, you will have the opportunity of building a team of Researchers and Junior Portfolio managers which will benefit your strategies and PnL.

Requirements

Candidates should have:

  • 2+ years managing and developing strategies and managing portfolio risk
  • M.S. or Ph.D. degree from a top-tier school in a technical, scientific, and/or quantitative field
  • 2+ years experience with a major object oriented programming language (C++ / Java / C# preferred)
  • Strong desire to conquer the challenge of outperforming other financial market participants
  • Self-motivated, hard working, creative and competitive personality
  • Excellent analytical and problem-solving skills

For further information on this and similar opportunities please contact Daniel Morrison on or alternatively via e-mail