Support Portfolio Managers with alpha research, modeling, portfolio construction, optimization, and implementation of quantitative trading strategies. Build and maintain tools and systems used in the quantitative research and portfolio management processes.

Develop systematic strategies using statistical signals for a global investment platform. Lead and manage a quantitative investment portfolio while contributing to firm research and initiatives. Require 2+ years' experience in systematic strategies with a strong track record in PnL and Sharpe ratio. Strong programming skills in Python and C++ are essential.

Seeking candidates with quantitative portfolio management experience and intimate knowledge of systematic strategies. Responsibilities include developing systematic strategies, managing quantitative investment portfolio independently, and leading a research team. Requires 2+ years' experience in developing systematic strategies with strong programming skills in Python and C++.