A Quant Macro PM at a $8bbn Multi-Manager Fund in NYC is looking for a Systematic Sub-PM to join their team. The PM is ideally seeking someone with experience in end-to-end strategy development (idea generation, gathering data, signal research and portfolio construction/optimization) who can manage a significant sleeve of capital within their book. The PM has successfully run systematic futures/fx strategies over the years and is ideally seeking someone with a heavy fixed income focus to generate orthogonal PnL.
This is an opportunity to work alongside a veteran PM who will further develop your career, take ownership of the PnL that your strategies generate and be entitled to a PnL cut for your work. The ideal candidate will have:
- 4+ years buyside experience working on systematic macro strategies
- Experience working on portfolio construction, backtesting, portfolio optimization and general trading activities
- Strong product knowledge/market intuition
- Strong Python and SQL skillset
- STEM degree, ideally from a top tier university
- Desire to work close to market