Independent Portfolio Manager

Overview

In this role you build and manage systematic investment strategies that exploit market inefficiencies across global asset classes. You work within a collaborative, data-driven culture that values intellectual rigor and practical results. You will lead a quant portfolio with its own track record, develop your research pipeline, and contribute to cross-asset trading efforts. This position offers transparent compensation, growth potential, and access to extensive datasets to scale your strategies.

Pay / Benefits

• 透明且基于公式的薪酬
• 成长潜力与绩效挂钩的配置
• 可访问大量数据集
• 跨资产执行由多区域交易团队主导
• 与CIO办公室的研究及策略开发互动机会

Responsibilities

• Develop systematic strategies leveraging statistical signals across assets (equities, ETFs, futures, currencies, options)
• Independently lead, manage and grow a quantitative investment portfolio with a distinct track record
• Build and expand your own research pipeline and team when appropriate

Key requirements

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

• collaborative mindset
• open to challenging conventional thinking
• results-oriented with accountability
• Python
• C++
• statistical signal development

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