Autonomous Quant Portfolio Manager – Cross-Asset Strategies
Listed on 2026-09-22
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Finance & Banking
Portfolio & Asset Management
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.
Are you ready to take on the Autonomous Quant Portfolio Manager – Cross-Asset Strategies role at World Quant?
We are currently recruiting a Autonomous Quant Portfolio Manager – Cross-Asset Strategies for our team in IL, United States.
This is an excellent opportunity to take on the Autonomous Quant Portfolio Manager – Cross-Asset Strategies role at World Quant.
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