Book Portfolio Manager

WorldQuant creates and runs systematic financial strategies across a wide range of asset classes and global markets. The firm's research platform generates predictive signals (alphas) that are used to exploit market inefficiencies, forming the core of its balanced, global investment offering. In the Book Portfolio Manager role you will design systematic strategies that capture statistically‑based signals across assets such as global equities, ETFs, futures, currencies and options. You will also take charge of a quantitative investment portfolio, steering its growth and performance, while feeding insights into the firm's broader research and strategic projects. The position requires at least two years of hands‑on experience building systematic strategies, with a demonstrable record of positive profit‑and‑loss results and a solid Sharpe ratio. Proficiency in the primary quantitative programming languages, Python and C++, is essential to develop, test and implement the models. WorldQuant provides a transparent, formula‑based compensation model and grants access to its extensive alpha pool, portfolio‑management tools and cutting‑edge technology platforms. You will benefit from a dedicated data team, a multi‑regional trading operation that handles cross‑asset execution, and regular internal research conferences. The role offers considerable autonomy to craft your own strategies, alongside ample opportunities for collaboration, mentorship, and exposure to advanced AI and machine‑learning initiatives in finance. What the role asks for: - 2+ years' experience developing systematic strategies - Verifiable track record with positive PnL and Sharpe - Strong programming skills in Python - Strong programming skills in C++