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Quantitative Portfolio Manager

[Focus] 

Trading

[Location] 

Remote

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Join Raen Trading

We're seeking an exceptional Quantitative Portfolio Manager to join our Quanta team in a full-time remote capacity. The ideal candidate will combine deep mathematical intuition with practical trading knowledge and portfolio management experience to oversee and enhance our sophisticated systematic trading strategies. You'll work closely with our experienced trading teams to ensure optimal portfolio performance and risk management.

Core Responsibilities

  • Dynamically manage portfolio risk by evaluating historical and real-time strategy performance.
  • Oversee automated trade execution and monitor transaction costs.
  • Supervise a small team of researchers and developers.
  • Design, research, and manage sophisticated investment strategies by creating and engineering advanced quantitative financial computer modeling systems.
  • Perform research to acquire historical and production data sources needed to build investment models.
  • Design and develop quantitative mathematical algorithms to link diverse data sets from various providers.
  • Engineer investment models that will make buy and sell recommendations using advanced quantitative mathematical statistics and investment theory.
  • Use quantitative models to value securities.
  • Conduct ongoing, cutting-edge quantitative research and analysis to enhance existing strategies and expand into new markets.
  • Develop aspects of successful statistical models, focusing on forecasting and optimization.
  • Expand trading universe and volume, exploring other exchanges and products.

Required Qualifications

  • PhD or Master's degree in Mathematics, Physics, Statistics, Computer Science, or a related quantitative field.
  • Minimum of 10 years’ experience developing, researching, or implementing quantitative models for equities, futures, and/or FX.
  • Hands-on experience with all aspects of the research process, including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.
  • Proven track record of managing quantitative portfolios and delivering strong risk-adjusted returns.
  • Strong programming skills in Python, with experience in C++ preferred.
  • Deep understanding of statistical methods, machine learning, and time series analysis.

Industry Experience

We particularly welcome candidates with experience from leading quantitative firms such as:

  • Two Sigma
  • Jane Street
  • Citadel
  • Renaissance Technologies
  • DE Shaw
  • Hudson River Trading
  • Jump Trading
  • Optiver
  • IMC Trading
  • DRW, et al.

Technical Expertise

  • Advanced statistical modeling and machine learning
  • Time series analysis and signal processing
  • High-frequency data analysis
  • Market microstructure
  • Algorithmic trading and execution
  • Risk modeling and portfolio optimization
  • Distributed computing and optimization

Desired Qualities

  • Innovative, intellectually driven, with an intense curiosity about financial markets and human behavior.
  • Strong leadership and mentorship abilities.
  • Natural curiosity and passion for financial markets
  • Strong research intuition and creativity
  • Ability to work independently while collaborating effectively
  • Excellence in communicating complex ideas
  • Track record of delivering results under pressure
  • Enthusiasm for tackling challenging problems

What We Offer

  • Industry-leading compensation package:some text
    • Competitive base salary
    • Significant performance-based bonus
  • Access to extensive market data and research resources
  • Regular collaboration with experienced traders and researchers
  • Clear path for career growth and strategy ownership
  • Continuing education and conference attendance support

Research Environment

  • Flat organizational structure encouraging direct impact
  • Culture of intellectual rigor and continuous learning
  • Focus on innovation and novel strategy development
  • Efficient decision-making process for strategy deployment
  • State-of-the-art computational resources and data infrastructure
  • Collaborative environment with minimal bureaucracy

Application Process

Exceptional candidates should submit:

  1. Detailed CV highlighting quantitative achievements and portfolio management experience
  2. Trading and portfolio management philosophy
  3. Brief overview of past portfolio performance and risk management approach

Note: We maintain strict confidentiality throughout the application process and are open to discussing arrangements for candidates currently under non-compete agreements.

About Us

Raen is a global proprietary trading firm that combines sophisticated discretionary and systematic trading strategies across global futures markets. Quanta Systematic Strategies, a division of Raen, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures, and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.

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// Don't meet all requirements?

We're still interested in hearing from passionate, talented individuals who may not yet have the extensive experience outlined above. Our process allows promising candidates to demonstrate their aptitude, even without traditional qualifications.

Check our Assessment