Quantitative Portfolio Manager - NYC and Hong Kong
The Hagan-Ricci Group | New York, New York | Posted: December 18, 2012
JOB DESCRIPTIONOur client seeks traders with automated trading strategies with proven tracks records of profitability. A successful Quantitative Portfolio Manager has more than three years experience committing capital, must excel at risk management and be the primary force behind the trading strategy. QPM’s are paid a percentage of their PnL.
Our client is a hedge fund specializing in fully automated trading. We have developed a best-in-class automated trading platform, featuring direct market access to most major financial exchanges, and a complete system for developing and automating trading strategies. We will provide the technology, the capital, detailed historical data, lowest cost commissions, and highest quality executions—you will leverage these tools to build profitable trading strategies.
Email MS Word attached resume in confidence to: email@example.com
Reference LDF191-AT, Quant PM on subject line.
• 3 years managing and developing strategies in Asian equities and futures
• Advanced degree from a top-tier school in a technical, scientific, and/or quantitative field
• Expertise with a major object oriented programming language (C++ / Java / C# preferred)
• 2 years experience working with Unix-based systems
• Strong desire to conquer the challenge of outperforming other financial market participants
• Self-motivated, hard working, creative and competitive personality
• Statistical modeling, time series, or other data modeling experience
• Bash, Matlab, Ruby expertise is a plus