Book Portfolio Manager

WorldQuant is seeking a Book Portfolio Manager with quantitative portfolio management experience and intimate knowledge of systematic strategies. The role involves developing systematic strategies, leading and managing a quantitative investment portfolio, and contributing to broader firm research and strategic initiatives.

Requirements

• 2+ years' experience in developing systematic strategies
• Strong programming skills in mainstream quant programming languages (Python and C++)
• Quantitative portfolio management experience and intimate knowledge of systematic strategies

Benefits

• Transparent and formula-based compensation
• Opportunities to contribute to other research and strategy initiatives
• Access to WorldQuant's alpha pool, portfolio management tools, and innovative technology platforms
• 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
• Participation in internal research conferences and forums
• Autonomy to build your own strategies along with several opportunities for collaboration and mentorship
• Access to cutting-edge AI and Machine Learning efforts in financial markets