Quant Macro Portfolio Manager

Role Summary

A senior quantitative investment professional responsible for developing and managing advanced trading strategies across multiple financial instruments, with a focus on digital assets and derivatives.

Key Responsibilities

1. Develop and manage trading strategies for digital assets and traditional financial instruments including Crypto, FX, Equities, Commodities, Rates, and Indices Derivatives
2. Generate and evaluate alpha signals using advanced quantitative, statistical, and machine learning techniques
3. Actively manage portfolio risk through real-time performance evaluation and robust risk control implementation
4. Collaborate with execution trading and infrastructure teams to enhance research and production environments
5. Mentor junior researchers and contribute to firm-wide research initiatives

Required Qualifications

1. Masters or PhD in a quantitative field (Mathematics, Statistics, Computer Science, Physics, Financial Engineering)
2. Minimum 8 years experience in quantitative or systematic investment roles
3. Proficiency in Python and data analysis libraries
4. Comprehensive research process expertise including methodology development, data collection, analysis, testing, prototyping, and performance monitoring
5. Advanced skills in portfolio optimization, time series analysis, and risk management techniques
6. Proven track record with Sharpe ratio of 1.5+