An International Hedge Fund is looking to hire exceptionally talented candidates with quantitative portfolio management experience and an intimate knowledge of systematic strategies to join as a Portfolio Manager in Singapore.
In this role, you will be required to have an understanding of the investment research in order to develop systematic trading strategies which use statistically-based predictive signals associated with various market inefficiencies.
- At least 4+ years of experience in trading intraday or mid-frequency systematic strategies in equities or macro
- Have a verifiable track record managing one's own book with positive PnL and a Sharpe Ratio of at least 2.0
- Strong programming skills with proficiency in C++ and Python
- PhD or MS in Mathematics, Statistics, Physics, Engineering or other quantitative disciplines
Should the role be of interest, please reach out to me on email@example.com for a confidential conversation.