Job Description
Are you a visionary quantitative strategist ready to scale alpha generation at a premier multi-strategy hedge fund? Apex Horizon Capital is seeking an elite Senior Portfolio Manager to lead our quantitative research and portfolio optimization strategies in the heart of New York City.
In this role, you will leverage cutting-edge machine learning models, alternative datasets, and advanced statistical methods to design and execute high-frequency and mid-frequency trading strategies. You will join an agile team of top-tier data scientists and developers, operating with the capital and infrastructure of a multi-billion dollar fund.
Responsibilities
- Design, backtest, and deploy systematic trading strategies across global equity and derivatives markets.
- Collaborate with quantitative developers to optimize execution algorithms and minimize transaction costs.
- Perform advanced risk modeling and portfolio optimization under varying market regimes.
- Lead the evaluation and integration of novel alternative datasets to extract unique predictive signals.
- Present strategy performance metrics and risk exposure analyses directly to the Investment Committee.
- Mentor junior quantitative analysts and researchers to foster a culture of technical excellence.
Qualifications
- Master's or Ph.D. in Quantitative Finance, Mathematics, Physics, Computer Science, or a highly quantitative field.
- Minimum of 5 years of experience managing a quantitative portfolio with a proven track record of positive Sharpe ratio.
- Exemplary programming proficiency in Python, C++, and SQL, with deep experience in scientific computing libraries.
- Deep understanding of market microstructure, statistical arbitrage, and multi-factor models.
- Strong communication skills with the ability to articulate complex mathematical concepts to diverse stakeholders.
- CFA (Chartered Financial Analyst) charterholder designation is highly preferred.