Senior Portfolio Manager

MCP (Switzerland) GmbH
  • 25.11.2022
  • 100%
  • Fachverantwortung
  • Festanstellung

Millennium Management is a global hedge fund with more than 4,000 employees and offices in the United States, EMEA and Asia. We were founded in 1989, and we employ a global multi-strategy investment approach, opportunistically engaging in a broad array of trading and investing strategies. Millennium has differentiated itself from other investment management firms through our consistent ability over the last 25 years to generate returns that have not been correlated to the general market.

The talent and dedication of our people are critical to our success. We offer an opportunity for developing one’s professional career while working with individuals trained in a variety of disciplines in a collegial and dynamic environment. We also offer a broad range of competitive benefits on a global basis.

Senior Portfolio Manager

The successful candidate must be a systematic subject matter expert with quantitative portfolio management experience and intimate knowledge of systematic strategies.

Principal Responsibilities

  • Manage a portfolio of Derivitaves products including all of the universe selection, risk management and execution decisions on changes made to the portfolio; perform and apply optimal execution and liquidity research; work dynamically and manage a team with an overall goal of optimizing performance and generating alpha; and create high quality risk-adjusted returns
  • Design, build, test and implement arbitrage trading strategy using statistical and computer driven techniques or global FX and Derivative exchange markets
  • Design and build production infrastructure for automated trading of strategies developed at speeds with orders of magnitude greater than any human equivalent for our statistical arbitrage trading team
  • Build trading strategies and code into our proprietary arbitrage trading computerized trading systems
  • Formulate and implement models and strategies in the financial markets
  • Develop systematic strategies which exploit statistically-based predictive signals associated with various market inefficiencies.
  • Identify, evaluate and implement timely market opportunities and trading strategies to generate P&L

Qualifications/Skills Required

  • Masters (or equivalent) in Economics, Math or Information Technology
  • Significant experience managing quantitative investment portfolios in a global investment firm
  • Significant experience researching, designing, developing and deploying factor models, alpha signals, portfolio optimizers, pricers, or trading algorithms
  • Experience in leading quant research projects and research agenda
  • Experience in managing large derivatives books
  • Trading experience with a verifiable, positive P&L track record with consistent AUM growth
  • Able to prioritize in a fast moving, high pressure, constantly changing environment;
  • High sense of urgency
  • Strong communication skills
MCP (Switzerland) GmbH
Frau Paige Williams