Quant jobs / WorldQuant

Book Portfolio Manager

A portfolio manager role running a systematic quantitative book across several asset classes. It sits inside a firm that builds and combines alpha signals.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Develop systematic strategies from statistical predictive signals
Grow and manage a quantitative portfolio
Contribute to wider firm research initiatives
Use the firm's alpha pool and data to improve returns

What they ask for

Required

2+ years developing systematic strategies
Verifiable positive PnL and Sharpe record
Strong Python and C++
Knowledge of systematic strategies

Education: Not stated
Experience: 2+ years developing systematic strategies with a verifiable track record
Languages and tools: Python
C++
Markets: equities, futures, fx, options

How to prepare

Build and document a systematic strategy with a realistic backtest and cost model
Study portfolio construction and risk budgeting
Learn how to evaluate Sharpe ratios and avoid overfitting
Practise combining multiple signals into one portfolio

What to study

The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on WorldQuant’s site before applying: requirements, location and pay can change after we check them.

View the posting on WorldQuant’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with WorldQuant and doesn’t handle applications.