Specialist Portfolio Manager

About the role

WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We are seeking candidates with quantitative portfolio management experience and intimate knowledge of systematic strategies to join our research-driven team.

Key responsibilities

• Develop systematic strategies that use statistical signals associated with market inefficiencies across global equities, ETFs, futures and other asset classes.
• Lead, manage and grow a quantitative investment portfolio.
• Contribute to broader firm research and strategic initiatives.

Required profile

• 2+ years of experience developing systematic strategies with a verifiable track record of positive PnL and Sharpe.
• Strong programming skills in mainstream quant languages such as Python and C++.
• Quantitative academic background (e.g., Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science, Physics).

Required skills

• Python
• C++

What we offer

• Transparent, formula‑based compensation.
• Opportunities to contribute to other research and strategy initiatives.
• Access to WorldQuant’s alpha pool, portfolio‑management tools and innovative 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 with collaboration and mentorship.
• Access to AI and Machine Learning opportunities applied to financial markets.