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Seeking candidates with quantitative portfolio management experience and strong programming skills in Python and C++. Responsibilities include developing systematic strategies, managing investment portfolios, and leading research.

Seeking an Experienced Quantitative Strategist with quantitative research experience and knowledge of systematic strategies across various asset classes. Responsibilities include alpha research, modeling, portfolio construction, and implementation of quantitative trading strategies. Requires a PhD or Masters degree in a relevant discipline, 2-8 years of experience, strong programming skills in Python and/or C++, and problem-solving abilities.

Seeking a Book Portfolio Manager with quantitative portfolio management experience and strong programming skills in Python and C++. Responsible for developing systematic strategies, managing investment portfolios, and contributing to firm research initiatives.

Seeking candidates with a quantitative educational background and an interest in systematic trading. Responsibilities include supporting Portfolio Managers with alpha research, modelling, portfolio construction, optimization, and implementation of quantitative trading strategies, as well as building and maintaining tools and systems used throughout the quantitative research and portfolio management processes.

Quantitative Researcher role at WorldQuant, focusing on developing predictive signals in finance through quantitative analysis and research. Requires 1 year of experience, expertise in SQL, Python, C/C++, and financial knowledge. Strong analytical and communication skills are essential.

Monitor and support automated execution flow across multiple asset classes, analyze datasets for process automation, interface with various teams, and contribute to project work for platform enhancement.

WorldQuant is seeking a Data Strategist to research new datasets for generating trading signals, establish relationships with vendors, and manage data procurement processes. This role plays a key part in staying at the forefront of data utilization within the hedge fund industry.