Hedge fund is seeking a Systematic Intraday Futures Portfolio Manager to join their quantitative strategies team. This person will be responsible for managing a systematic Futures allocation for the hedge fund.
Responsibilities:
- Portfolio construction and risk management of systematic Futures portfolio.
- Active portfolio rebalancing and trading given market conditions.
- Dynamic factor modelling and stress testing of portfolio.
- Research and implementation of new data sets into developmental strategies.
- Market microstructure research and alpha signal research.
Qualifications:
- 5+ years of experience working in a Portfolio Management seat within Futures.
- Exceptional programming and quantitative skills particularly in Python.
- Masters degree in a computational field, Ph.D preferred.
- Sharpe Ratio 1.5+.
- Annual PnL >$10-20mm.
Systematic Intraday Futures Portfolio Manager in new york at Unknown Company
This position is listed as full time and onsite.