The Role: We are seeking candidates with quantitative portfolio management experience and intimate knowledge of systematic strategies.
Job Responsibilities (include, but not limited to the following)
- Develop systematic strategies that exploit statistically-based predictive signals associated with various market inefficiencies applied to a broad variety of asset classes including global equities and/or ETFs, futures, currencies and options.
- Independently lead, manage and grow quantitative investment portfolio (portfolio will have a separately identifiable track record).
- Autonomy to build your own research pipeline and grow your team.
What You’ll Bring:
- 2+ years’ experience in developing systematic strategies including a verifiable track record with positive PnL and Sharpe
- Strong programming skills in mainstream quant programming languages, such as Python and C++
The Portfolio Manager Opportunity:
- Transparent and formula-based compensation
- Meaningful allocation with growth potential based on performance and scalability
- Access to a deep and broad menu of datasets supported by a dedicated data team
- State-of-the-art cross asset execution led by a multi-regional trading team
Orsus Research is an equal opportunity employer and does not discriminate based on race, color, creed, religion, sex, sexual orientation or preference, age, marital status, citizenship, national origin, disability, military status, genetic predisposition.
Please email your resume to pm@orsusresearch.com