Systematic Portfolio Manager

TL;DR

Systematic Portfolio Manager (Quantitative Trading): Designing, developing, and managing highly profitable systematic trading strategies across US Cash Treasury, Futures, FX, Equities, and Commodities with an accent on fully automated high-frequency to mid-frequency strategies maintaining 3+ Sharpe Ratio. Focus on alpha generation, strategy research, production implementation, and collaboration with technology and trading teams.

Location: Abu Dhabi, Dubai, London, Middle East, New York, Singapore, UK, Zug

Company

Major buy-side firm seeking established professionals for systematic trading strategies.

What you will do

• Design and develop systematic trading strategies across diverse asset classes including CME Futures and Cash US Treasuries.
• Maintain and improve strategies with 3+ Sharpe Ratio, handling high-frequency to mid-frequency trading including overnight positions.
• Collaborate with technology and trading experts to implement strategies in production environments.
• Conduct research and alpha generation for portfolio management.

Requirements

• 5+ years proven track record in portfolio management and systematic trading.
• Bachelor’s, Master’s, or Ph.D. in Engineering, Mathematics, Physics, Statistics, or Computer Science.
• Advanced programming in C++ and Python; familiarity with Linux and code repositories a plus.
• Experience in quantitative or electronic trading desks at investment banks, hedge funds, etc.
• Strong communication skills for presenting complex strategies.

Culture & Benefits

• Dynamic and supportive environment valuing skills and experience.
• Exciting platform for career growth and significant impact.
• Collaboration-focused team with technology and trading experts.