Selby Jennings

Systematic Portfolio Manager - HFT

Selby Jennings New York, NY

Direct message the job poster from Selby Jennings

CJ Stier

CJ Stier

Recruitment Consultant - Quant Research & Trading at Selby Jennings

I have directly partnered with the CIO at a rapidly growing prop trading firm that is continuing to expand their PM platform as they recently opened their NY office. They are actively looking to bring on a Portfolio Manager who runs his or her own fully systematic HFT to short-term strategies/portfolio across either futures, options, equities, etc. The candidate must have at least a 2 year proven track record of managing money and a realized Sharpe of 2.5+.


If you're interested in joining an excellent firm with competitive splits, apply now!


Qualifications:

  • BS/MS/PhD in a quantitative discipline from a top tier university is preferred
  • At least a 2 year proven track record of managing money & Realized Sharpe of 2.5+
  • Strong knowledge of python


Diversity & Inclusion: A company commitment to equal opportunity. We do not condone discrimination on the premise of race, color, religion, sexual orientation, age, gender identity or expression.

  • Seniority level

    Mid-Senior level
  • Employment type

    Full-time
  • Job function

    Finance
  • Industries

    Investment Management

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