Statistical Arbitrage Portfolio Manager
- New York, NY, USA
- Permanent, Full time
- NJF Search
- 20 Nov 17 2017-11-20
We are seeking a systematic market neutral portfolio manager for an equity fund in NYC.
We are seeking a senior quantitative researcher or systematic portfolio manager for a market neutral hedge fund in New York. The position will involve a combination of quantitative research, trading and risk management.
- Alpha research, back testing and simulation, portfolio construction and portfolio optimization.
- Trading, managing risk, drawdown control.
- Collaboration with colleagues.
- 5+ years’ experience managing risk and conducting quantitative alpha research in a market neutral hedge fund or family office.
- Expertise in systematic trading, ideally short term stat-arb, mid frequency multifactor long/short or systematic event driven long/short.
- Experience managing $100-$500m in GMV.
- Target Portfolio: Volatility 4-6%, Sharpe 2+, Return: >8-12% on GMV
- Mathmatical Skills: Probability, Econometrics, Statistics
- Research skills: forecasting, prediction, back testing
- Portfolio Management skills: portfolio construction, optimization, drawdown control and attribution analysis.
- Technical Skills: Solid technical / implementation skills