We are seeking a Portfolio Manager (PM) to lead our top-level capital allocation for our crypto portfolio. You will not just manage a book; you will design and execute the "Ensemble Strategy" that dictates how capital flows between strategies and emerging venues. Your mission is to engineer a "Weather-Proof" portfolio that extracts idiosyncratic alpha from disparate markets while maintaining a strictly controlled risk profile.
Responsibilities- Dynamic Asset Allocation: Oversee the deployment of capital across the multi-strategies
- Ensemble Optimisation: Build and maintain quantitative frameworks (Risk Parity, Mean-Variance, or Bayesian models) to determine optimal weights based on real-time volatility and correlation.
- Regime-Based Hedging: Utilize Prediction Markets and FX to hedge tail risks and macro shifts impacting the core Crypto portfolios.
- Risk Budgeting: Define and monitor VaR, Stress Tests, and Drawdown limits for individual strategy sleeves.
- Cross-Asset Research: Identify "Lead-Lag" relationships—e.g., how movement in the US Dollar (DXY) or Treasury yields impacts Crypto liquidity and Commodity pricing.
- Experience: 5-10 years in a Senior Quantitative Allocation role at a fully systematic multi-strat hedge fund, prop shop, or family office.
- Multi-Asset Mastery: Proven track record managing risk across different systematic strategies. Experience in Prediction Markets (Polymarket, Kalshi) or Event-Driven Trading is a significant plus.
- The Stack: Expert proficiency in Python (NumPy, Pandas, PyTorch/TensorFlow) and SQL/KDB+.
- Quantitative Depth: Mastery of portfolio construction mathematics, including covariance matrix estimation and L^2 regularization.
- Education: Advanced degree (Masters/PhD) in Mathematics, Physics, Computer Science, or Financial Engineering.
- The Aggregator: You don't just look for "good trades"; you look for how trades fit together to improve the fund's overall Information Ratio.
- The Risk-First Thinker: You understand that in a levered multi-asset environment, correlation is the silent killer.
- The Adaptable Architect: You are comfortable transitioning from the 24/7 volatility of Crypto to the structural nuances of the Commodities curve and the binary outcomes of Prediction Markets.
What We Do
Company Information: Kronos Research is a technology and science-driven trading firm. We risk firm capital, trading a broad range of financial instruments and strategies on global markets. The firm is willing to pursue new ideas and markets with conviction and as such, we have been at the forefront of technology and markets, quickly dominating newer markets such as applying HFT to cryptocurrency trading. Kronos trades on average more than $5 Billion USD / day just in crypto volume alone. Our team has grown quickly from 2 in 2018 to the now 80+ team at our Taipei headquarters and office in Shanghai with more locations on the way. Mission Statement: Together we work on meaningful goals and solve complex problems. Our team is defined by a high-performance culture that values collaboration and meritocracy. We like being challenged and don’t mind putting in the hard work. While the recognition and extremely competitive compensation make it a sweet place to work at, we are united fundamentally by our love and curiosity for innovation in financial markets and technology. The next phase of our company will be about becoming the best place for liquidity and using that position to create positive change. Our ultimate goal is to provide the infrastructure to make investing and trading easier and fairer for people around the world. One day, in any country, people will be able to invest in a Japanese stock, a German hedge fund, or a new cryptocurrency. Check out our current openings on: https://grnh.se/b00d843a3us
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