Assistant Portfolio Manager
WorldQuant · Finance
- Work arrangement: remote in country
- Employment type: Full Time
- Seniority: middle
- Posted:
Job description
Position:
Assistant Portfolio Manager
Company:
WorldQuant
Location:
Singapore
Employment type:
Not Specified
Work Arrangement:
Not Specified
Short Summary:
WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on market inefficiencies.
Responsibilities:
- Support Portfolio Managers with alpha research, modelling, portfolio construction, optimization, and implementation of quantitative trading strategies
- Build and maintain tools and systems used throughout the quantitative research and portfolio management processes
Requirement:
- PhD or Masters degree from a top university, with a major in computer science, mathematics, statistics, physics, engineering, or quantitative finance discipline
- Prior experience in quantitative research and/or quantitative development for systematic strategies is an advantage
- Strong knowledge of Linear Algebra, Statistics, Machine Learning
- Experience building automated research, testing, and validation frameworks leveraging LLM tools
- Demonstrated ability to program in Python and/or C++, with a strong background in data structures and algorithms
- Working knowledge of Linux
- Strong problem-solving abilities and work ethics
- Strong moral integrity and work ethics
Assistant Portfolio Manager
Company:
WorldQuant
Location:
Singapore
Employment type:
Not Specified
Work Arrangement:
Not Specified
Short Summary:
WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on market inefficiencies.
Responsibilities:
- Support Portfolio Managers with alpha research, modelling, portfolio construction, optimization, and implementation of quantitative trading strategies
- Build and maintain tools and systems used throughout the quantitative research and portfolio management processes
Requirement:
- PhD or Masters degree from a top university, with a major in computer science, mathematics, statistics, physics, engineering, or quantitative finance discipline
- Prior experience in quantitative research and/or quantitative development for systematic strategies is an advantage
- Strong knowledge of Linear Algebra, Statistics, Machine Learning
- Experience building automated research, testing, and validation frameworks leveraging LLM tools
- Demonstrated ability to program in Python and/or C++, with a strong background in data structures and algorithms
- Working knowledge of Linux
- Strong problem-solving abilities and work ethics
- Strong moral integrity and work ethics
Skills
- algorithms
- performance_marketing
- data_science/data_engineering
- linear_algebra
- linux
- ml
- optimization
- python
- statistics
Languages
EN
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