Senior Portfolio Manager / Quantitative Researcher

About the Company

Top 5 global proprietary trading firm who are looking for a Senior Portfolio Manager / Quantitative Researcher to join their Equity MFS team in Shanghai. The role focuses on building and scaling proprietary medium-frequency statistical arbitrage strategies across equities, with holding periods ranging from intraday to a few days. I believe your background would be a strong fit.

About the Role

The role focuses on building and scaling proprietary medium-frequency statistical arbitrage strategies across equities, with holding periods ranging from intraday to a few days.

Responsibilities

• Jointly lead the build-out of proprietary Equity MFS / statistical arbitrage strategies
• Own the end-to-end implementation of current strategies
• Research alpha signals across intraday to multi-day horizons
• Conduct computationally intensive quantitative research

Qualifications

• Degree in Statistics, Mathematics, Engineering, Computer Science, or related field

Required Skills

• 3+ years of experience on a successful equities trading team, ideally within proprietary trading
• Strong background in Equity Statistical Arbitrage
• Strong analytical and mathematical skills, with Python, Java, or C++ experience preferred

Preferred Skills

• Python, Java, or C++ experience preferred