Equanime - Systematic Equities Quant MKT Neutral PM
bw servicesNew York (NY)
Equanime - Systematic Equities Quant MKT Neutral PM
Posted yesterday
bw servicesNew York (NY)
SENIORITY
Senior
About the role
Equanime - Systematic Equities Quant MKT Neutral PM
New York, New York, United States
BWGI, the wholly owned asset manager of Brasil Warrant, has formed the Equity Multi-Strategy Platform as an additional investment vertical. The Equity Multi-Strategy Platform expects to hire portfolio managers across fundamental, systematic, flow-based and event-driven equity alpha strategies. Brasil Warrant has been in existence for over 100 years, managing, operating and acting as a controlling shareholder of businesses across various industries, including financial services. BWGI provides the infrastructure, processes and capital of a large-scale institutional asset manager while, at the same time, offering duration, permanence and a long-term investment horizon.
Job Description:
We are seeking a talented and experienced Systematic Equities Portfolio Manager to lead and execute data-driven investment strategies within global equity markets. The successful candidate will develop and manage a portfolio using quantitative and algorithmic trading approaches, leveraging statistical models, machine learning techniques, and proprietary datasets to generate alpha.
Key Responsibilities:
Develop and implement systematic trading strategies in equities markets, leveraging quantitative models and alternative data.
Conduct rigorous research, including statistical analysis, machine learning, and factor-based modeling, to identify market inefficiencies.
Oversee portfolio construction, execution algorithms, and risk management to optimize strategy performance.
Collaborate with data scientists, engineers, and other portfolio managers to enhance research and execution capabilities.
Monitor market conditions, strategy performance, and risk exposure, making real-time adjustments as needed.
Utilize advanced programming languages (e.g., Python, C++, R) and cloud-based computing resources to optimize models and trading infrastructure.
Maintain a disciplined approach to strategy validation, backtesting, and implementation with a focus on scalability and robustness.
Communicate investment strategies, risk metrics, and performance attribution to senior leadership and investors.
Qualifications:
Advanced degree (Master’s or PhD) in a quantitative field such as finance, mathematics, computer science, physics, or engineering.
7+ years of experience in systematic equities trading or portfolio management within a hedge fund, proprietary trading firm, or asset management firm.
Strong background in statistical modeling, machine learning, and algorithmic trading strategies.
Proficiency in programming languages such as Python, C++, or R, with experience in high-performance computing and data processing.
Deep understanding of market microstructure, execution algorithms, and risk management techniques.
Proven track record of developing and deploying profitable systematic equity strategies with scalable AUM.
Ability to work in a fast-paced, collaborative environment while maintaining a strong focus on risk-adjusted returns.
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