Portfolio Managers – $2 bn Multistrategy Quantitative HF

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Portfolio Managers – $2 bn Multistrategy Quantitative HF
Employer:
Location:
Hire:
Compensation:
IJC Reference:
$2 bn multi-strategy quant HF.
NY, London, HK
Quant PM(s)
Base + formulaic %
#15152 (Please indicate this reference in communication)
Our Client
Our client is a successful multi-strategy quant HF, established in 2009 by an experienced CIO with many
years in alpha modeling, trading, portfolio construction, risks. The firm has the long-term backing of a
prominent fund-of-fund asset manager.
With 3 international offices and 25 portfolio managers, our client is a recognized platform for innovative
quantitative strategies.
The Role:
Following a continued growth, our client is looking to add several new quantitative PMs to the team. The
strategies & domains should be in the following areas:

Equities, ETF, futures (all kind, including commos) and options, but not pure rate (swaps, bond,
credit or their derivatives) or FX spot.

Equities can be both DM and EM, including Brazil, India, Taiwan, China…

Quantitative, systematic or automated strategies, including market-making.

Large capacity, which eliminates HFT.

Frequencies of minutes to hours are best, but longer HP possible (up to 10 days).

Employment, not investment.

Single PMs (no team)
The Requirements:
The successful candidate(s) will have:

Experienced PM, with the academic profile in line with the technicality of the strategy – quant
strategies usually require advanced degrees in math/physics/computer science.

Proficiency in programming/research language (MatLab/R, C/C++, Python/Perl/ Shell).

A proven quantitative strategy, with a documented TR

Sharpe >=3 in real trading and decent size.
The Offer:

Base salary + 10-20% of performance, calculated with a formulaic approach

The allocation will depend on the strategy, its frequency, performance and risks, its correlation to
the existing portfolio. Starting with a few dozen, the allocation can grow to $100m or more.

Solid infrastructure: access to most exchanges, collocations US/Ldn/Tokyo.

Good culture / atmosphere, and a long-term perspective
To apply to this role or obtain further information, please contact Gontran de Quillacq, Managing Director. W: +1 (646) 710-3457,
Gontran@IJCPartners.com, www.linkedin.com/in/gdequillacq. Current mandates on www.quillacq.com
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