We are looking for an experienced Portfolio Manager to join a leading financial services team in New York, New York. This role requires a strong background in quantitative research and systematic trading strategies, with a focus on global futures and equities markets. As part of the Quantitative Investment team, you will have the opportunity to design innovative strategies, manage live portfolios, and collaborate with experts to enhance investment performance.<br><br>Responsibilities:<br>• Develop and refine systematic trading strategies for global futures and equities markets.<br>• Conduct in-depth research using large-scale financial datasets and alternative data sources.<br>• Apply advanced econometric, statistical, and machine learning techniques to identify investment opportunities.<br>• Manage live portfolios, including executing trades, assessing risks, and analyzing performance.<br>• Optimize portfolio construction with advanced risk models and transaction cost analysis.<br>• Monitor market conditions to adjust strategies and maintain effective exposures.<br>• Collaborate with data scientists, engineers, and traders to improve research and execution infrastructure.<br>• Present research insights and portfolio performance to senior leadership and clients.<br>• Contribute to thought leadership through internal discussions and external publications.

• Advanced degree (PhD or Master's) in Finance, Economics, Mathematics, Statistics, Computer Science, or Engineering.<br>• Minimum of 5 years of experience in quantitative research or portfolio management focused on futures or equities.<br>• Proficiency in programming languages such as Python, R, or SQL.<br>• Solid understanding of market microstructure, trading mechanics, and global financial instruments.<br>• Proven success in developing and managing systematic strategies in live trading environments.<br>• Strong analytical and communication skills, including the ability to present findings effectively.<br>• Familiarity with machine learning techniques and integration of alternative data.<br>• Experience with portfolio optimization tools and risk platforms like Barra or Axioma.

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