Portfolio Manager, Quantitative
Tasks
- Apply derivatives based overlays across equity and fixed income
- Build research code and analytics for systematic strategy design
- Evaluate new overlay ideas and communicate tradeoffs
- Monitor daily pnl risk and performance with exception handling
- Monitor portfolio level Greeks and exposures
- Partner with product and engineering teams to build scalable strategy platform
- Prototype and back test strategies with transaction cost and liquidity assumptions
- Research options overlay strategies in Python
- Translate research into rules based strategy specifications
Perks/Benefits
Skills/Tech-stack
Analytics | Backtesting | Data Pipelines | Derivatives | Greeks | Investment strategies | Liquidity analysis | Optimization | Options | Parameter Sweeps | Portfolio construction | Python | Quantitative Finance | Regime Analysis | Risk Metrics | SMA | Scenario Analysis | Signal construction | Statistics | Systematic investment strategies | Tax-Aware Trading | Transaction Costs | Volatility
Education
N/A
Roles
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