Mid-Frequency Portfolio Manager - London / Dubai / Remote- Confidential Leading Trading Firm- Remote
other jobs eFinancial Careers
Added before 1 Days
- England,London
- full-time
- Competitive salary
Job Description:
London / Dubai / Remote
Are you looking to elevate your trading career with a dynamic and innovative trading firm that sits at the forefront of financial technology? My client is seeking a Portfolio Manager specializing in Mid-Frequency Trading to join their elite team of market professionals.
About Them:
They are a global trading firm that uses cutting-edge quantitative research, advanced proprietary technology, and sophisticated strategies to actively trade in financial markets. Their mission is to exploit market inefficiencies through data-driven decision-making, advanced algorithmic trading, and rigorous risk management. My client cultivates a collaborative and forward-thinking environment, continually striving to stay ahead of the curve in an ever-changing market.
What You’ll Do:
As a Mid-Frequency Portfolio Manager, you will have a critical role in managing and optimizing proprietary trading strategies across global markets. You’ll be responsible for developing, refining, and executing mid-frequency market-neutral strategies. Working closely with quantitative research and development teams, you’ll contribute to model enhancements and drive trading performance. Key responsibilities include:
*Develop and manage market-neutral trading strategies with mid-frequency time horizons.
*Continuously monitor portfolio performance and adapt strategies based on market dynamics.
*Collaborate with quantitative researchers and software engineers to enhance trading models and technology.
*Manage portfolio risks and ensure alignment with established risk parameters and drawdown limits.
*Explore and assess new markets and asset classes to expand trading strategies.
*Optimize execution processes to improve efficiency and profitability.
Requirements:
*Sharpe Ratio of 2 or higher: A proven ability to generate significant alpha with strong risk-adjusted returns.
*Strong academic credentials: A degree in quantitative finance, mathematics, computer science, engineering, or a related field from a top-tier institution.
*Track record of success: Demonstrated experience in creating and managing profitable mid-frequency trading strategies.
*Proficiency in programming: Strong coding skills (Python, C++, or similar languages) for quantitative research and algorithm development.
*Experience in systematic trading: Expertise in market-neutral, algorithmic trading strategies across asset classes such as equities or futures.
*Risk management expertise: Solid understanding of risk metrics, portfolio management, and capital allocation strategies.
Contact
If you think you are a good fit for the role and would like further information, please contact:
Dominic Copsey
+44 (0)
in/dom-copsey-586478143/
Are you looking to elevate your trading career with a dynamic and innovative trading firm that sits at the forefront of financial technology? My client is seeking a Portfolio Manager specializing in Mid-Frequency Trading to join their elite team of market professionals.
About Them:
They are a global trading firm that uses cutting-edge quantitative research, advanced proprietary technology, and sophisticated strategies to actively trade in financial markets. Their mission is to exploit market inefficiencies through data-driven decision-making, advanced algorithmic trading, and rigorous risk management. My client cultivates a collaborative and forward-thinking environment, continually striving to stay ahead of the curve in an ever-changing market.
What You’ll Do:
As a Mid-Frequency Portfolio Manager, you will have a critical role in managing and optimizing proprietary trading strategies across global markets. You’ll be responsible for developing, refining, and executing mid-frequency market-neutral strategies. Working closely with quantitative research and development teams, you’ll contribute to model enhancements and drive trading performance. Key responsibilities include:
*Develop and manage market-neutral trading strategies with mid-frequency time horizons.
*Continuously monitor portfolio performance and adapt strategies based on market dynamics.
*Collaborate with quantitative researchers and software engineers to enhance trading models and technology.
*Manage portfolio risks and ensure alignment with established risk parameters and drawdown limits.
*Explore and assess new markets and asset classes to expand trading strategies.
*Optimize execution processes to improve efficiency and profitability.
Requirements:
*Sharpe Ratio of 2 or higher: A proven ability to generate significant alpha with strong risk-adjusted returns.
*Strong academic credentials: A degree in quantitative finance, mathematics, computer science, engineering, or a related field from a top-tier institution.
*Track record of success: Demonstrated experience in creating and managing profitable mid-frequency trading strategies.
*Proficiency in programming: Strong coding skills (Python, C++, or similar languages) for quantitative research and algorithm development.
*Experience in systematic trading: Expertise in market-neutral, algorithmic trading strategies across asset classes such as equities or futures.
*Risk management expertise: Solid understanding of risk metrics, portfolio management, and capital allocation strategies.
Contact
If you think you are a good fit for the role and would like further information, please contact:
Dominic Copsey
+44 (0)
in/dom-copsey-586478143/
Job number 1673425
metapel
Company Details:
eFinancial Careers
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