Job description
Background and Summary:
Quantitative Hedge Fund headquartered in New York. Founded in early 2020, the firm has grown substantially due to the success of their multi-horizon strategies.
Their team of seasoned professionals leverages quantitative analysis to develop systematic investment solutions. They trade across a diverse range of keys, including stocks, bonds, commodities, and more. Focused on achieving results, they constantly refine their models and adapt to evolving market conditions to maximize trade success.
"We value trust, transparency, and open communication." They build partnerships based on these core values. By customizing their strategies to fit your specific goals, they cultivate long-term relationships built on mutual prosperity.
USPs:
- Unconstrained access to capital according to their strategies' needs.
- Excellent business relationships with multiple sell-side desks.
- Co-Investment: Can offer the opportunity for traders/PMs to co-invest in the fund and will typically pay a generous split depending on the strategy.
- Invested heavily on upgrading their tech and have developed a robust OMS system.
- They are confident in their ability to systematize and optimize discretionary strategies.
Culture:
Collaborative culture is promoted with a high degree of accountability. The founders are extremely ambitious and are looking to scale the firm and introduce new strategies.
Qualifications:
- 2+ years of industry experience in Portfolio Management, Sub-PM, Trading or Quant research position
- Have live strategies or a solid plan of strategies to build with Sharpe of 2+
- Asset Class: can be ANY asset class as the platforms used are asset class agnostic.