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.
Join us at World Quant as our next Autonomous Quant Portfolio Manager – Cross-Asset Strategies in IL, United States.
If your experience matches this role, we encourage you to apply.
All applications are reviewed carefully by our team.
The position is based in IL, United States.
This opportunity is part of our work in Finance.
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