Sub-Portfolio Manager - Intraday Equity Statistical Arbitrage

We are partnered with a leading quantitative trading platform that is looking to add a strong Sub-Portfolio Manager to their systematic equities business. This is a highly collaborative team where you will have the opportunity to set your research agenda and deliver on end-to-end research projects.

You will be responsible for researching, developing and managing intraday equity statistical arbitrage strategies, with significant ownership and visibility into the investment process.

Responsibilities

• Research and implement intraday and short-horizon equity alpha signals
• Build and manage systematic equity statistical arbitrage strategies
• Develop portfolio construction, optimization and risk frameworks
• Incorporate transaction costs, market impact and execution into the research process
• Monitor live strategy performance and continuously improve existing models
• Leverage large-scale market, fundamental and alternative datasets for research projects

Ideal Background

• Proven track record researching and trading systematic equity signals and strategies
• Strong understanding of equity statistical arbitrage and short-horizon alpha
• Experience with portfolio construction, risk modeling and optimization
• Strong quantitative and programming skills, particularly Python
• An advanced degree in a quantitative disciple is preferred but not required

This opportunity is well suited to a quantitative researcher or trader looking to take greater ownership of strategy development, risk and capital within an established quantitative platform.