Portfolio Manager – Statistical Arbitrage
Candidates should come from a quantitative or trading background with a live track record with a traded strategy with consistent monthly returns. All asset classes are of interest.
They will have the responsibility of trading strategies that can range from options market making, futures market making, systematic, discretionary.
The successful applicant will be responsible for:
Trading a portfolio
Totally responsible for the revenue generation on your portfolio
Be expected to manage the risk profile within the limits provided by the firm’s Risk department
alternative data for alpha generation
Designed HFT trading strategies
Developing a systematic trading strategy with the support of quantitative analysts and developers.
Develop systematic strategies that exploit statistically-based predictive signals associated with various market inefficiencies.
Manage own quantitative investment portfolio
The successful applicant will have:
Five or more years of trading experience
Proven track record of profitability
Strong work ethic with attention to detail
Disciplined trading style
Ability to work under pressure
Ability to work on multiple products
Work well as part of a team.
Strong understanding of risk in your products
Have a live track record
Mid or High-frequency Strategy
Have strategies trading global equities, futures
REFER A FRIEND
If you’re interested in this opportunity, forward you’re CV ASAP. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob – call on +44 (0) or i for more details
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