Portfolio Manager

We are looking for a highly skilled Quant Portfolio Manager to join our client's established fund, which has a strong 10 year track record managing $5 billion in AUM. The ideal candidate will possess a proven ability to achieve a Sharpe ratio of 1.5 or above and will have significant experience in systematic macro or equity traded products.

Key Responsibilities:

• Develop and execute quantitative strategies targeting macro or equity markets to maximize risk-adjusted returns.
• Perform rigorous data analysis and backtesting to refine and enhance investment models.
• Collaborate with research and trading teams to identify and capitalize on market opportunities.
• Continuously monitor portfolio performance and make data-driven adjustments as needed.

Qualifications:

• Proven track record in quantitative portfolio management, specifically with macro or equity products.
• Strong academic background in finance, mathematics, or a related field.
• Demonstrated success with a Sharpe ratio of 1.5 or higher.
• Proficiency in programming languages (e.g., Python, R) and quantitative finance tools.
• Excellent analytical, communication, and problem-solving skills.

If you are a driven professional looking to leverage your expertise in a high-performing environment, we encourage you to reach out to robert@paragonalpha.com