Associate Portfolio Manager / Quantitative Researcher | BAM Quant PM Team
A large medium-frequency market-neutral global systematic equities team is looking for an Associate Portfolio Manager or Quantitative Researcher to directly add value to a portfolio through innovation idea generation, scientific research, effective portfolio construction, prudent risk management and efficient trade execution.
This role will work directly with a Quantitative Portfolio Manager on an investment team. The APM/QR will work with the team to:
- Conduct quantitative research and analysis relating to equity trading, equity alpha generation, and portfolio construction
- Develop intraday trading strategies and equity trading execution
- Develop broad-based statistical arbitrage alphas and trading strategies
- Competitive discretionary and performance linked compensation.
Location: New York
Qualifications
- Advanced degree in highly quantitative field, including Mathematics, Statistics, Physics, Computer Science, Financial Engineering, etc.
- 4-7 yrs work experience in alpha research and/or portfolio management
- Versatility in statistical modelling involving linear and non-linear techniques
- Deep understanding of hypothesis testing
- Familiarity with factor-based risk framework
- Strong programming skills.
- Proficiency in Python is a must
- Highest level of professional integrity and intellectual honesty
- Strong interpersonal and leadership skills
- Open, curious and growth mindset
- Hungry, hardworking, gritty
Preferred Qualifications
- Experience in cash equities statistical arbitrage, equity futures, event arbitrage strategies, or any other less traditional strategies
- Knowledge of alternative data strategies or KPI predictions
- Experience with equity trading, flow data, algorithmic trading, execution, central risk book, and/or market microstructure
- Experience with intraday trading and transaction cost analysis
- Experience with cloud computing (AWS/Docker/Containers)
- Knowledge and experience in utilizing 3rd party algos
- Knowledge of Pandas, Sklearn, machine learning and NLP are pluses
