Job description

About the Company

WorldQuant builds and runs systematic investment strategies spanning multiple asset classes and markets around the world. The firm focuses on generating predictive signals, or alphas, through its internal research platform and using those signals to identify market inefficiencies. Teams work together to develop alphas and strategy ideas that support a diversified global investing platform.

The organization values an academic mindset combined with responsibility for outcomes. It encourages open problem-solving, a balance of theory and practicality, and a willingness to question standard approaches. WorldQuant places a high value on strong intellectual ability, originality, and a drive for continual improvement.

The company aims to bring in exceptional talent and believes there is no fixed path to future success, so it looks for people who can help shape that path.

Role Overview

This position is suited to candidates who have hands-on experience in quantitative portfolio management and deep familiarity with systematic trading approaches.

Key Responsibilities

Create systematic strategies that rely on statistical signals tied to market inefficiencies across a wide range of asset classes, including global equities, ETFs, futures, currencies, and options.
Take ownership of the growth and performance of a quantitative investment portfolio.
Support wider research projects and strategic firm-wide initiatives.

What You Need

At least 2 years of experience building systematic strategies, backed by a documented record of positive PnL and Sharpe ratio.
Strong coding ability in widely used quantitative programming languages such as Python and C++.

Opportunity and Benefits

Clear, formula-driven compensation structure.
Chance to contribute to research and strategy work beyond the core role.
Access to the company’s alpha pool, portfolio management tools, and technology platforms.
Exposure to a broad range of datasets with support from a dedicated data team.
Cross-asset execution support from a multi-regional trading team.
Participation in internal research conferences and discussion forums.
Freedom to develop your own strategies, along with opportunities for collaboration and mentorship.
Access to AI and machine learning work applied to financial markets.

Additional Information

By submitting an application, you agree to the WorldQuant Privacy Policy. The policy explains how personal data is collected, used, disclosed, retained, and secured, as well as the legal rights connected to that data, including access, correction, and deletion rights. It also notes that these rights may be limited by law or contract and may differ based on the applicant’s jurisdiction.

Equal Opportunity

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 under applicable law.

Book Portfolio Manager

Where you'll work