Quant Macro Portfolio Manager

Role summary

A senior quantitative investment professional responsible for developing and managing advanced trading strategies across multiple financial instruments, with a focus on digital assets and derivatives.

Key responsibilities

• Develop and manage trading strategies for digital assets and traditional financial instruments including crypto, FX, equities, commodities, rates, and indices derivatives.
• Generate and evaluate alpha signals using advanced quantitative, statistical, and machine learning techniques.
• Actively manage portfolio risk through real-time performance evaluation and robust risk control implementation.
• Collaborate with execution, trading, and infrastructure teams to enhance research and production environments.
• Mentor junior researchers and contribute to firm-wide research initiatives.

Required qualifications

• Masters or PhD in a quantitative field (mathematics, statistics, computer science, physics, financial engineering).
• Minimum 8 years experience in quantitative or systematic investment roles.
• Proficiency in Python and data analysis libraries.
• Comprehensive research process expertise including methodology development, data collection, analysis, testing, prototyping, and performance monitoring.
• Advanced skills in portfolio optimization, time series analysis, and risk management techniques.
• Proven track record with Sharpe ratio of 1.5+