Portfolio Manager- Quant Trading

Newly created systematic fund with current cross asset exeuction from parent firm is seeking additional, Quant Researchers, Portfolio Managers and Teams to utilize platform and allocated capital. Fund is systematically focused, with a strong interest in high to mid frequency equities and futures strategies (including statistical arbitrage). Other assets are of interest in the mid-term (Summer 2012). Candidates should have a MS or Ph.D. in a quantitative field and have at least 2 years of experience developing systematic trading strategies, with experience in stat arb, systematic fundamental (portfolio optimization), and/or machine learning strategies. Additionally, candidates should be comfortable programming in C++ and Python. Parent firm is a very well known name.


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