Quant Portfolio Manager - Managed Futures/CTA

  • Location

    USA-NY-New York City

  • Compensation

    Compensation Competitive

  • Position Type

    Permanent

  • Employment type

    Full time

  • Updated

    19 Nov 2009

  • eFC Ref no

    539916
$1bn+ fund with longstanding track record in stat-arb futures strategies.

Growing, successful $1bn+ quant hedge fund is seeking a Senior Quantitative Portfolio Manager with superior analytical skills to join their team.  The firm is an established player with cutting-edge algorithmic stat-arb trading models.

The PM will be responsible for enhancing existing strategies and developing new ones through a highly disciplined quantitative approach.  This is an exciting opportunity for an individual with 5+ years experience and a proven track record, particularly in index and currency futures arbitrage.  Some background in risk management, product development, research and modeling is essential.  The position also involves marketing and interfacing with investors and prospective clients.  The successful candidate must hold a PhD in a mathematical or quantitative discipline and possess excellent analytical abilities and communications skills.  Opportunity to relo to offshore headquarters.  This position offers a highly competitive compensation package with long term career opportunities.

Refer to Job#16816 –EFC and email MS Word attached resume to Gary Teaman, gteaman@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Gary Teaman as your contact recruiter.

  • Recruiter Ref:

    GT008-16816

  • Note: Please quote eFC Ref: 539916 when applying for this job.

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