Autonomous Quant Portfolio Manager – Cross-Asset Strategies
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Finance & Banking
Job Description & How to Apply Below
World Quant, based in Illinois, is seeking an Independent Portfolio Manager with quantitative portfolio management experience. The role involves developing systematic strategies that utilize statistical signals related to market inefficiencies across various asset classes.
The ideal candidate will have over 2 years of experience in systematic strategies with a proven positive PnL and strong skills in Python and C++. World Quant offers a competitive compensation package, core benefits like full medical coverage, and a flexible work environment.
This role is for the Autonomous Quant Portfolio Manager – Cross-Asset Strategies role at World Quant.
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This posting is for the Autonomous Quant Portfolio Manager – Cross-Asset Strategies role at World Quant, based in IL, United States.
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