New York
Venture Search is partnering with a leading hedge fund renowned for its technology and industry-leading infrastructure looking to expand aggressively throughout 2025.
The firm is seeking systematic-equity Portfolio Managers with expertise in MFT Equities strategies across statistical arbitrage. This opportunity is ideal for individuals with a proven track record of more than 2 years who are looking to join a dynamic firm with cutting-edge infrastructure.
You would play a key role in driving growth in a rapidly expanding team in New York. Their primary focus is on developing and implementing mid-frequency equities strategies.
Responsibilities:
- Manage a book of systematic trading strategies for equities/stat-arb, options and other strategies may be considered
- Manage end-to-end research processes including alpha signal generation, portfolio construction and strategy implementation
- Support the development, maintenance, and ongoing enhancement of production and trading systems, including execution monitoring.
Requirements:
- Background in mathematics, statistics, machine learning, computer science, engineering, quantitative finance, or economics
- Over 2 years of track record running your own book, specifically within equities and/or equity options
- Advanced degree in Mathematics, Physics, Engineering, Computer Science, or similar subjects.
- Collaborative mindset with strong independent research abilities
- Strong programming skills, particularly in Python
- English fluency