Data-Driven Hedge Fund Professional
Vor 5 Tagen
We are seeking an experienced Quantitative Portfolio Manager to join our client's high-performing team in Zurich. As a key member of the team, you will collaborate with leading experts and engage with senior leadership in a growth-oriented environment.
About the Firm:
- A global quant trading firm with a strong commitment to innovation and integrity
- Utilizing data-centric, rules-based strategies to achieve superior results
- Leveraging cutting-edge technology for optimized capital management
- Focused on alpha generation, risk mitigation, and market innovation
The Position:
- Manage significant capital with comprehensive risk management protocols
- Key Responsibilities:
- Lead Systematic Intraday strategies in European Equities and Futures
- Design and implement high-frequency, data-driven portfolios
- Conduct research, back-testing, and identify new alpha sources
- Develop and maintain a robust volatility control framework
- Collaborate with global teams, tapping into a vast knowledge network
- Adhere to rigorous industry standards and regulatory compliance
Desired Qualifications:
- 2+ years in portfolio management, hedge fund, or high-frequency trading experience
- Strong track record of deploying statistical arbitrage, systematic trading strategies necessary
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