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A leading systematic asset management firm in Switzerland are seeking to add a Senior Portfolio Manager to the team. The firm are a quantitative and technology driven investment firm and therefore are looking for a skilled and highly quantitative portfolio manager who can bring something different to the table. The preferred experience for the role is in equity market neutral strategies and strong technical capabilities in Python. In the role you will be responsible for the research and development of systematic trading strategies and using alternative data sources to identify new and different sources of alpha. You should have:
Between 5-10 years experience in the quantitative equity investment space
A strong academic record in the arena of quantitative finance or similar
A track record of generating positive returns on equity market neutral/managed futures strategies
Extensive experience in programming languages, databases and tools. Knowledge in R, Python or other similar languages is essential
Good communication skills and a proactive attitude If you think this role sounds like it could be a fit, please send your CV in WORD format to email@example.com detailing where your strategies could be a match.