Multi strategy hedge fund with over USD 5 bio AUM actively hiring Quant Portfolio Manager with experience researching and running systematic strategies across equity or macro space. Strategies could be across; stat arb, reversion, momentum, trend, factor models, relative value, event driven, quantamental, pattern recognition, machine learning and others.
Ideal candidate will currently be running at least USD 30 mio capital generating average of 10+ for past 3 years and working at a leading hedge fund, asset manager, investment bank or prop trading firm.
Active hire. Do not apply without relevant experience.
Please do feel free to contact me should you wish to discuss further.