Quant jobs / WorldQuant

Specialist Portfolio Manager

A portfolio manager role running a systematic quantitative book in WorldQuant's Israel office. It draws on the firm's alpha pool and data.

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
Manage and grow a quantitative portfolio
Contribute to wider firm research initiatives
Use the firm's data and execution tools

What they ask for

Required

2+ years developing systematic strategies or equivalent research
Verifiable PnL and Sharpe record, or equivalent
Python and C++
Quantitative degree (maths, statistics, econometrics, OR, CS, physics)

Education: Quantitative degree in maths, statistics, econometrics, financial engineering, OR, CS or physics
Experience: 2+ years developing systematic strategies or equivalent research experience
Languages and tools: Python
C++
Markets: equities, futures

How to prepare

Build a documented systematic strategy with realistic costs
Study portfolio construction and risk control
Learn signal combination and decay analysis
Practise evaluating strategies out of sample

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.