Book Portfolio Manager
WorldQuant · Genève
Description du poste
About the role
WorldQuant is seeking a Book Portfolio Manager to develop and manage systematic quantitative investment strategies across multiple asset classes. The role combines research, portfolio construction, and execution within a collaborative, data‑driven environment.
Key responsibilities
- Develop systematic strategies that exploit statistically‑based predictive signals across equities, ETFs, futures, currencies and options.
- Lead, manage and grow a quantitative investment portfolio, delivering positive PnL and Sharpe.
- Contribute to broader firm research initiatives and strategic projects.
Required profile
- 2+ years of experience developing systematic strategies with a verifiable track record of positive performance.
- Strong quantitative background and ability to work independently while collaborating with multi‑regional teams.
Required skills
- Python programming
- C++ programming
What we offer
- Transparent, formula‑based compensation
- Access to WorldQuant’s alpha pool, portfolio management tools and cutting‑edge technology platforms
- Opportunities to contribute to research, AI and machine learning initiatives
- Collaboration and mentorship within a multi‑regional trading team
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WorldQuant
Genève