Systematic Alpha Portfolio Manager
$ 10,000 - $ 15,000 / month
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The Role
Looking for a senior systematic equity PM (could be from a smart premia background but preferably from an alpha background) looking to participate in an exponential growth phase of an innovative AI Investment Manager with large mandates. The PM will be expected to establish processes for
- alpha stratification,
- mandate compliant portfolio construction and optimisation
- manage liquidity, concentration, factor exposure etc risks
- trade order generation
- risk reporting to all stakeholders
- support AUM growth sales efforts with decision-makers
- feedback into alpha research efforts
- constant research for counterfactual strategies and create a library of strategies for deployment in different market regimes and geopolitical conditions
Preferred Background
- Minimum 3-5 years of established track record in scaled implementation (USD 1bn and up) of active systematic equity mandates across major benchmarks like S&P 500, ACWI etc at a tier-1 shop.
- Proficient at utilisation of risk models like Axioma & Barra
- Evidenced abilities of position timing and sizing to harvest maximum possible alpha with low drawdowns
- Unique proprietary intellectual property for stratification on top of a large number of alphas that is robust, replicable and explainable
- Masters/Phd (preferred) in Statistics, Operations Research, Computational Mathematics/Physics, Computer Engineering, Electrical and Electronics Engineering (Especially Signals and Systems) from a reputable technical University
- Strong Python and querying skills. Ability to build and manage portfolio construction and optimisation stack completely by one-self.
The Role
Looking for a senior systematic equity PM (could be from a smart premia background but preferably from an alpha background) looking to participate in an exponential growth phase of an innovative AI Investment Manager with large mandates. The PM will be expected to establish processes for
- alpha stratification,
- mandate compliant portfolio construction and optimisation
- manage liquidity, concentration, factor exposure etc risks
- trade order generation
- risk reporting to all stakeholders
- support AUM growth sales efforts with decision-makers
- feedback into alpha research efforts
- constant research for counterfactual strategies and create a library of strategies for deployment in different market regimes and geopolitical conditions
Preferred Background
- Minimum 3-5 years of established track record in scaled implementation (USD 1bn and up) of active systematic equity mandates across major benchmarks like S&P 500, ACWI etc at a tier-1 shop.
- Proficient at utilisation of risk models like Axioma & Barra
- Evidenced abilities of position timing and sizing to harvest maximum possible alpha with low drawdowns
- Unique proprietary intellectual property for stratification on top of a large number of alphas that is robust, replicable and explainable
- Masters/Phd (preferred) in Statistics, Operations Research, Computational Mathematics/Physics, Computer Engineering, Electrical and Electronics Engineering (Especially Signals and Systems) from a reputable technical University
- Strong Python and querying skills. Ability to build and manage portfolio construction and optimisation stack completely by one-self.