Job Description
Aegis Capital Management is a premier, data-driven investment firm seeking a visionary Senior Portfolio Manager to lead our Quantitative Strategies division in New York. You will design, implement, and optimize systematic trading models across global asset classes, driving consistent alpha generation while managing risk parameters.
We provide a state-of-the-art technological ecosystem, deep liquidity access, and a highly collaborative team of industry-leading researchers. If you possess a relentless passion for financial markets and empirical analysis, this is your opportunity to elevate your career at a top-tier asset manager.
Responsibilities
- Lead the research, development, and execution of systematic trading strategies across global equities and fixed income markets.
- Manage multi-million dollar portfolios with strict adherence to risk management, draw-down limits, and transaction cost constraints.
- Collaborate with quantitative researchers and data engineers to onboard novel alternative datasets and enhance predictive modeling.
- Synthesize complex mathematical concepts into executable algorithmic trading systems.
- Conduct post-trade analysis, transaction cost analysis (TCA), and performance attribution to continuously optimize strategy parameters.
- Mentor junior quantitative analysts, fostering a culture of rigorous scientific inquiry and operational excellence.
Qualifications
- Master’s or Ph.D. in a highly quantitative discipline (Mathematics, Physics, Computer Science, or Financial Engineering) from a top-tier institution.
- Minimum of 7 years of proven track record as a Portfolio Manager or Senior Quantitative Researcher with positive Sharpe ratios.
- Expertise in Python, R, or C++ for systematic backtesting, data analysis, and production deployment.
- Deep understanding of market microstructure, execution algorithms, and advanced risk modeling.
- Strong communication skills with the ability to articulate complex quantitative strategies to institutional clients.
- Uncompromising ethical standards and compliance with all SEC and FINRA regulatory frameworks.