Senior Quantitative Portfolio Manager
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ABC arbitrage Asset Management is an asset manager that develops quantitative and systematic strategies, trading across numerous asset classes and global financial markets. Technology, research, and data are the cornerstones of our business. We distinguish ourselves through a culture based on collaboration, enabling us to deliver strong performance year after year.
Our success is directly built upon the talent of our employees with an average age of 35 and predominantly coming from scientific higher education backgrounds.
Your responsibilities:
We are looking for two senior portfolio managers specialised in systematic equity strategies (including ETFs) and event-driven strategies.
As a Senior Quantitative Portfolio Manager, your responsibilities include
- Developing systematic trading strategies that exploit robust predictive signals generating significant revenues with a realised net Sharpe ratio >1.
- Building, optimising and managing the risk of a quantitative portfolio in production.
- Managing your projects in direct interaction with quant traders, developers and operations team as well as the investment committee.
- Managing relations with the sales and investors relationship department.
- Contributing to various research and development initiatives.
Your Skillset:
- At least 5 years of experience building quantitative and systematic strategies with a verifiable track record.
- Independent in signal development and overseeing research projects as well as portfolio risk management.
- Broad quantitative culture and good understanding of statistics, machine learning and object-oriented programming.
- Result-oriented practical thinker.
Our commitment:
- A transparent and attractive compensation package.
- Autonomy to build your strategies with collaborative support from our quant traders and IT teams.
- Access to our flexible and state-of-the-art technology platform (research, data, execution, monitoring, risk management).
- A collaborative work environment fostering the sharing of ideas.
- A work-life balance supported by a flexible remote work agreement.
Our commitment to diversity and inclusion is a priority. We strive to create an inclusive working environment, conducive to the fulfillment of each individual, while ensuring a harmonious balance between professional and personal life. Our policies in favor of gender equality and people with disabilities are at the heart of our approach.