Specialist Portfolio Manager

About the Company

WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on market inefficiencies.

Responsibilities

• Develop systematic strategies using statistical signals associated with market inefficiencies
• Apply strategies to various asset classes including global equities, ETFs, and futures
• Lead, manage, and grow quantitative investment portfolios
• Contribute to broader firm research and strategic initiatives

Requirements

• 2+ years of experience in developing systematic strategies
• Verifiable track record with positive PnL and Sharpe ratio or equivalent research experience
• Strong programming skills in Python and C++
• Quantitative degree in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science, or Physics

Preferred Qualifications

• Intimate knowledge of systematic strategies
• Quantitative portfolio management experience