Autonomous Quant Portfolio Manager – Cross-Asset Strategies
Listed on 2026-09-30
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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.
The Autonomous Quant Portfolio Manager – Cross-Asset Strategies role at World Quant is now open for applications in IL, United States.
The following opening is for a Autonomous Quant Portfolio Manager – Cross-Asset Strategies with World Quant.
Our group is growing, and we are hiring a Autonomous Quant Portfolio Manager – Cross-Asset Strategies in IL, United States.
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