Description de l'emploi

About WorldQuant

WorldQuant designs and runs systematic investment strategies across many asset classes and global markets. The firm focuses on generating strong predictive signals, or alphas, through its internal research platform and using them to identify and trade market inefficiencies. Its teams work together to create alphas and investment strategies that support a diversified global investing framework.

The company culture combines academic rigor with a strong bias for accountability and delivery. People are encouraged to approach problems openly, weigh ideas pragmatically, and challenge standard thinking. Continuous improvement and strong independent judgment are highly valued.

WorldQuant is looking for exceptional people with strong intellectual ability and a track record of outstanding performance. The role is suited to someone who can help shape future success in an environment where innovation and results matter equally.

Role Overview

The company is hiring candidates who bring experience in quantitative portfolio management and a deep understanding of systematic strategies.

Responsibilities

Create systematic strategies built on statistical signals tied to market inefficiencies across asset classes such as global equities, ETFs, futures, currencies, and options.
Take full ownership of a quantitative investment portfolio, including managing, expanding, and maintaining a separately identifiable performance record.
Work independently to design your own research workflow and expand the team around your portfolio as needed.

What You Need to Bring

At least 2 years of experience building systematic strategies, along with a proven record showing positive PnL and Sharpe.
Strong coding ability in mainstream quantitative languages, especially Python and C++.

What This Opportunity Offers

A transparent compensation structure based on a formula.
A meaningful allocation with upside linked to performance and scalability.
Access to extensive datasets, backed by a dedicated data support team.
Cross-asset trade execution handled by a multi-regional trading team.
Selective collaboration with the CIO Office for research and strategy development support.

Privacy and Legal

By applying, you agree to the WorldQuant Privacy Policy. This policy explains how your information is collected, used, shared, retained, and secured, as well as the legal rights connected to that information, including access, correction, and deletion rights. It also notes that certain rights and obligations may differ depending on jurisdiction.

WorldQuant is an equal opportunity employer. Hiring decisions are made without discrimination based on race, color, creed, religion, sex, sexual orientation or preference, age, marital status, citizenship, national origin, disability, military status, genetic predisposition or carrier status, or any other protected characteristic covered by applicable law.

Independent Portfolio Manager

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