Portfolio Manager - Quantitative Strategies

EXODUSPOINT CAPITAL MANAGEMENT SINGAPORE, PTE. LTD.

Singapore, Singapore
Not specified
Proprietary algorithm development
Alpha research and modeling
Portfolio construction and optimization
ExodusPoint Capital Management is seeking a Quantitative Strategies Portfolio Manager in Singapore to manage financial assets and develop proprietary trading algorithms. The ideal candidate should possess significant experience in alpha research, portfolio construction, and risk management within a hedge fund or proprietary context

Job Summary

  • The role involves constructing proprietary algorithms to capture alpha through mathematical and statistical models.
  • Candidates must have a minimum of two years of experience managing institutional size capital in a hedge fund or proprietary context.
  • The successful candidate will work closely with analysts, developers, and traders to ensure correct execution of trading strategies.

Matching Summary

Match Score: 85

ExodusPoint Capital Management is seeking a Quantitative Strategies Portfolio Manager in Singapore to manage financial assets and develop proprietary trading algorithms. The ideal candidate should possess significant experience in alpha research, portfolio construction, and risk management within a hedge fund or proprietary context.

Skills & Requirements

Must-have

  • Proprietary algorithm development
  • Alpha research and modeling
  • Portfolio construction and optimization
  • Systematic trading execution
  • Institutional capital management

Nice-to-have

  • Experience with multi-strategy approaches
  • Collaboration with analysts and traders
  • Robust risk framework implementation

Key Requirements

  • Minimum 2 years managing institutional capital
  • Minimum 2 years systematic trading experience
  • Defined risk framework and parameters
  • Expertise in portfolio optimization

Work Rights

Not specified

Tailored Resume

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