Book Portfolio Manager

Overview

In this role, you will develop systematic strategies that exploit predictive signals across global asset classes, contributing to a scalable investment platform. You will lead a quantitative portfolio, collaborate with cross-functional teams, and advance firm-wide research initiatives. The focus is on building high-quality alphas and translating research into actionable strategies. This is a mission-driven opportunity to shape data-driven investment decisions in a dynamic, penalty-free environment where continuous improvement is encouraged.

Pay / Benefits

• Transparent and formula-based compensation
• Access to WorldQuant’s alpha pool and portfolio tools
• Autonomy to build your own strategies
• Opportunities for collaboration and mentorship
• Access to extensive datasets and cutting-edge AI/ML efforts in finance
• State-of-the-art cross-asset execution

Responsibilities

• Develop systematic strategies leveraging statistically-based signals across global assets
• Lead, manage and grow a quantitative investment portfolio
• Contribute to broader firm research and strategic initiatives

Key requirements

• 2+ years’ experience in developing systematic strategies with verifiable positive PnL and Sharpe
• Strong programming skills in Python and C++

• collaboration
• problem-solving and analytical thinking
• openness to challenge conventional thinking
• Python
• C++
• quantProgramming

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