The Role:

- We are seeking candidates with quantitative portfolio management experience and intimate knowledge of systematic strategies

Job Responsibilities (include, but not limited to the following)

- Develop systematic strategies that use statistical signals associated with various market inefficiencies applied to a broad variety of asset classes including global equities and/or ETFs, futures, currencies and options
- Lead, manage and grow quantitative investment portfolio
- Contribute to broader firm research and strategic initiatives

What You’ll Bring:

- 2+ years’ experience in developing systematic strategies including a verifiable track record with positive PnL and Sharpe
- Strong programming skills in mainstream quant programming languages, such as Python and C++

The Book Portfolio Manager Opportunity:





- Transparent and formula-based compensation
- Opportunities to contribute to other research and strategy initiatives
- Access to WorldQuant’s alpha pool, portfolio management tools and cutting-edge technology platforms
- Access to a deep and broad menu of datasets supported by a dedicated data team
- Cross-asset execution led by a multi-regional trading team
- Participation in internal research conferences and forums
- Autonomy to build your own strategies along with several opportunities for collaboration and mentorship
- Access to AI and Machine Learning opportunities applied to financial markets

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📌 Book Portfolio Manager (City of Sydney)
🏢 WorldQuant
📍 City of Sydney