A leading quantitative investment firm is seeking skilled professionals to develop and manage systematic strategies utilized in diverse asset classes. The ideal candidate will have over 2 years of portfolio management experience and proficiency in programming
The Role: We are seeking candidates with quantitative portfolio management experience and intimate knowledge of systematic strategies Job Responsibilities (include, but not limited to the following) Develop systematic strategies that use statistical signals associated with various
WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on market