What are the responsibilities and job description for the Quantitative Portfolio Manager position at Point One - Hedge Fund Talent?
Point One is actively recruiting for talented Quant Portfolio Managers for a newly established Quantitative hedge fund. This is an exciting opportunity to work an industry legend and be part of a very special build-out. Can be based in New York or London.
Experience required:
- Minimum of 5 years of trading experience in a quant hedge fund, prop shop or alternative investment setting.
- Demonstrated ability to generate alpha across liquid strategies (e.g., Long/Short Equity, Event-driven, Volatility, Index Arbitrage, Macro, Fixed Income, Credit, Quant or HFT strategies).
- Proven track record of generating at least $10m on annual Pnl with a sharpe above 1.5.
- Experience operating within a robust risk management framework.
- Ownership of IP from previous role is preferred but not essential.
- Not suitable for candidates whose experience is focused on long-only, passive investing.
For more information please contact:
thomas@pointonetalent.com
Salary : $10
