Apply for Experienced Quant Portfolio Manager or Strategies

Please fill out the form below and click Submit to submit your application for consideration. Fields with an asterisk (*) are required.

Summary
Title:Experienced Quant Portfolio Manager or Strategies
ID:45
Department:SMB Capital
Location:New York City Office
Contact Information
* Name:
Address 1:
Address 2:
City:
State:
Zip:
* Phone:
* Email:
* Graduation month/year:
Application Information
* Source:
* Location:
Attachments
* Resume:
Supported formats: Word, PDF, RTF, Text, and HTML.
  - or Upload from:
 
* Cover Letter:
You can type in a Cover Letter or Copy/Paste from an existing document.
Expereinced Quant/PM Questions
Please complete these questions.
* 1) Background
Tell us about relevant background information. How long have you been trading (or researching) quantitative strategies? Tell us about the coursework completed, programming experience, research work, publications and relevant work experience.
* 2) Trading strategies
Tell us about your strategies and models, for example, investment thesis and philosophy, products traded, datasets or special data feeds needed, research infrastructure and execution capability needed, holding periods and capacity.
* 3) Performance
Tell us about your model’s performance. Are these actual track records or simulated results? Can you provide documentation? Please provide detailed statistics such as gross P&L, net P&L, number of symbols traded, average trading notional, overnight holding position size, win percent, max drawdowns and Shape ratio.
* 4) Implementation and risk management
Tell us about your implementation methodology and risk management practice. How do you measure prediction accuracy of your signals? How do you construct portfolio and allocate capital among strategies? How do you measure execution slippage?
What’s your latency requirement? Do you have any discretionary component in your process? How do you monitor and evaluate your trading risks? How do you determine when a model no longer works and what would you do in this case?
* 5) Personal information
Please discuss any relevant personal information. For example, which geographic location do you prefer, or are you interested in working remotely? Do you, or will you in the future, require visa sponsorship to work in the US? Do you have non compete arrangement with your current employer?

ApplicantStack powered by Swipeclock