Portfolio Manager - Systematic

At Candor Alpha, we are at the forefront of developing and deploying cutting-edge systematic financial strategies across diverse asset classes.

Candor Alpha embodies a unique culture that melds academic rigor with unwavering accountability for tangible outcomes. We foster an environment where employees are empowered to think freely and approach challenges with a delicate balance of intellect and practicality. We firmly believe that great ideas can originate from anyone, anywhere within our organization. Thus, we encourage our team members to question conventional wisdom and embrace a mindset of perpetual improvement.

Our unwavering goal is to recruit and retain the most exceptional talent. We highly value intellectual horsepower above all else and seek individuals who possess remarkable abilities. In an ever-evolving landscape, there is no predefined path to success. That's precisely why we need extraordinary people to join us in building the future of finance. Together, at Candor Alpha, we will redefine the limits of what's possible in the world of financial strategies.

• Focus on intraday or mid-frequency equities, options or futures as part of a thriving, dynamic, collaborative investment team.
• We are seeking candidates with quantitative portfolio management experience and intimate knowledge of systematic strategies.

• Develop systematic strategies that use statistical signals associated with various market inefficiencies applied to a broad variety of asset classes including global equities and/or ETFs, futures, currencies and options.
• Lead, manage and grow quantitative investment portfolio.
• Designing, researching, and managing sophisticated investment strategies by creating and engineering advance quantitative financial computer modeling systems to aid in analysis and research.
• Contribute to broader firm research and strategic initiatives.

• A proven, independent track record developing, deploying, and managing systematic strategies including a verifiable track record with positive PnL and Sharpe (2+), annual PnL numbers at $5 million as a minimum. Prior hedge fund or prop shop experience preferred.
• Hands on experience with all aspects of the research process, including methodology section, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.
• Curious, ambitious, self-starter mindset.
• Strong programming skills in mainstream quant programming languages, such as Python and C++.
• Product experience in statistical arbitrage and volatility arbitrage strategies.

• Enjoy an exceptional salary package that recognizes your outstanding performance and experience.
• Experience opportunities for growth and advancement within our prestigious hedge fund.
• Earn performance-based bonuses (+20% of PnL) and incentives that reward your exceptional results.
• Receive comprehensive health insurance coverage, ensuring your well-being and peace of mind.

Candor Alpha is an equal opportunity employer and does not discriminate in hiring on the basis of race, color, creed, religion, sex, sexual orientation or preference, age, marital status, citizenship, national origin, disability, military status, genetic predisposition or carrier status, or any other protected characteristic as established by applicable law.