Quant jobs / WorldQuant

Independent Portfolio Manager

A portfolio manager role running an independent systematic book with its own track record. The PM can build their own research pipeline and team.

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 signals
Run and grow a separate quantitative portfolio
Build a research pipeline and team
Use the firm's data and cross-asset execution

What they ask for

Required

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

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

Document a strategy end to end with honest out-of-sample results
Study capacity, turnover and cost impact on returns
Learn risk budgeting and drawdown control for a standalone book
Practise managing a research pipeline from idea to production

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.