Independent Portfolio Manager

WorldQuant creates and runs systematic financial strategies across a wide range of asset classes and global markets. The firm's mission is to generate high‑quality predictive signals (alphas) through its proprietary research platform, targeting market inefficiencies and building a balanced, global investment platform. The Independent Portfolio Manager will focus on designing systematic strategies that exploit statistical signals linked to various market inefficiencies. These strategies may be applied to global equities, ETFs, futures, currencies, and options. The role also requires independently leading, managing, and expanding a quantitative investment portfolio that maintains its own track record. In addition, the manager enjoys full autonomy to construct a personal research pipeline and to assemble a supporting team. To be considered, candidates must have at least two years of experience developing systematic strategies, with a demonstrable track record of positive profit‑and‑loss results and a solid Sharpe ratio. Proficiency in mainstream quantitative programming languages is essential, specifically strong skills in Python and C++. These qualifications are the only explicit must‑haves listed in the posting. Beyond the core duties, the position offers transparent, formula‑based compensation and a meaningful allocation that can grow with performance and scalability. The manager will have access to an extensive suite of datasets provided by a dedicated data team, benefit from cross‑asset execution handled by a multi‑regional trading group, and may engage selectively with the CIO Office to support research and strategy development. 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++