VP, Portfolio Manager, Trading Analytics, Multi-Asset Class Strategies (MACS) VP, Portfolio Manager, Trading Analytics,  …

Acadian Asset Management
in Boston, MA, United States
Permanent, Full time
Last application, 12 Apr 21
Competitive
Acadian Asset Management
in Boston, MA, United States
Permanent, Full time
Last application, 12 Apr 21
Competitive
Posted by:
Kylie Pigeon • Recruiter
Posted by:
Kylie Pigeon
Recruiter
We are looking for a Portfolio Manager to lead the derivative trading analytics effort for Acadian’s Multi-Asset Class Strategies (MACS) team. This is a senior position that will report to the head of the MACS team and work closely with MACS trading to develop tools and analytics to assist with the trading of multi-asset derivatives – predominately commodity, equity, and bond futures as well as FX forwards. We are looking for a strong quant and coder with deep expertise of derivatives trading analytics and solid understanding of tick level data.

This is an exceptional opportunity to help build a rapidly growing multi-asset business at Acadian as part of a small entrepreneurial team.  This is a senior position within the group, however, the Portfolio Manager is expected to perform their own research which includes collecting data and coding.  MACS focuses on all major global asset classes including, but not limited to Equities, Fixed Income, Currencies, Commodities and Options/Volatility.

What You’ll Do:

  • Lead multi-asset derivatives trading analytics for MACS Team, by working closely with MACS Trading
  • Quantitatively evaluate derivative trading algorithms
  • Build systematic intraday derivatives trading signals
  • Build quantitative tools to measure full realized trading costs
  • Collect, clean, and transform large intra-day data 
  • Write clean code

We’re Looking for Teammates With:

  • Master’s degree with an outstanding academic record in a technical field such as mathematics, science or engineering; PhD degree preferred
  • Minimum 10-15 years of derivative trading analytics experience at algorithmic trading desk or high frequency / stat arb group
  • Intimate knowledge of various derivative trading algorithms
  • Experience with building intraday derivative trading signals using tick level data
  • Strong mathematical capabilities
  • Strong programming experience – willingness and ability to quickly master Python and SQL
  • Ability to clearly articulate approach, process and results in verbal, graphical and written form
  • Drive, humility, and collegiality to deliver on high value projects and roll up your sleeves attitude

 

Why Work Here:

Acadian is a quantitative investment firm where ideas are empowered by technology. Our team is made up of a diverse mix of professionals who thrive in a culture that fosters ingenuity through collaboration and transparency.  We offer a casual office environment, top-notch benefits, and excellent professional and personal development opportunities.

 

 

To apply for this position or view Acadian’s open roles, please visit the Careers section of our website at: http://www.acadian-asset.com/careers/Job-opportunities. We will contact only selected candidates.  If you are a candidate with a disability, or are assisting a candidate with a disability, and require an accommodation to apply for one of our jobs, please email us at recruiting@acadian-asset.com.

 

 

It is the policy of Acadian Asset Management LLC to provide equal employment opportunity to all qualified persons without regard to race, creed, color, sex, age, national origin, marital status, veteran status, citizenship status, disability, or sexual orientation.

 

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