Quantitative Portfolio Manager at AXQ Capital, LP (Jersey City, NJ)The position duties are as follows: Work alongside quantitative researchers and other portfolio managers to identify investment opportunities in financial markets and manage the firm’s portfolios holistically, including equities, futures, etc. Responsible for performing advanced financial forecasting and analysis that will inform AXQ’s investments and manage portfolio returns and risk. Will conduct quantitative research to forecast and identify changes to market conditions which may affect AXQ and its clients. The day-to-day job duties will include:●Managing the firm’s portfolios holistically, including allocation of capital, the selection and combination of signals and strategies, and management of risk across multiple dimensions ●Communicating with the firm’s internal and external stakeholders regarding the firm’s portfolios●Conducting quantitative research on market inefficiencies and design trading strategies●Applying mathematical, statistical, machine learning and/or deep learning techniques on financial datasets to identify investment opportunities●Using mathematical or statistical techniques to improve risk management and reduce portfolio risk of AXQ’s investment portfolio●Collaborate with the firm’s senior leaders to drive new research and trading initiatives of the firm; supervise or participate in project planning and project management●Supervise researchers and provide regular guidance and feedback●Develop new quantitative research software and investment management systems●Develop deep knowledge of financial exchange, broker, and technology idiosyncrasies to optimize quantitative investment opportunitiesMinimum Requirements: Master's Degree in Mathematics, Statistics, Financial Engineering, Mathematical Finance, Computer Science, Applied Mathematics, Finance, Economics, Physics, or a related field or foreign equivalent, plus 2 years of progressively responsible experience in any occupation in which experience in Quantitative Finance or a closely related field is gained. Experience must include:●1 year of experience managing live, quantitative, market-neutral portfolios with gross market value of at least five hundred million dollars, including the selection and combination of signals and strategies and capital allocation thereto●1 year of experience managing portfolio risk, including the dimensions of single-stocks, industries and sectors, quantitative risk factors including Barra models, events, earnings, and fundamental, forward-looking analysis●1 year of experience supervising quantitative researchers or quantitative developers●1 year of experience communicating with senior leadership and external stakeholders regarding both qualitative and quantitative portfolio performance characteristics●2 years of experience conducting quantitative analysis in trading cost, including analysis of linear and non-linear impact models, and implementation shortfall with both explicit and implied market pricing●2 years of experience working with financial datasets, including systematically cleaning and conducting quantitative analysis and research, including time series analysis●2 years of experience using Python and Pandas in quantitative research●2 years of experience conducting quantitative research on global equity market inefficiencies and designing and implementing trading strategies, including for both continuous and auction trading sessions ●2 years of experience using mathematical, statistical, machine learning or deep learning techniques in financial modeling for statistical arbitrage, using Python and Pandas●Knowledge of above demonstrated through employer-conducted testingAlternatively, employer will accept a Bachelor’s Degree in Mathematics, Statistics, Financial Engineering, Mathematical Finance, Computer Science, Applied Mathematics, Finance, Economics, Physics, or a related field or foreign equivalent, plus 5 years of progressively responsible experience in any occupation in which experience in Quantitative Finance or a closely related field is gained. Experience must include:●1 year of experience managing live, quantitative, market-neutral portfolios with gross market value of at least five hundred million dollars, including the selection and combination of signals and strategies and capital allocation thereto●1 year of experience managing portfolio risk, including the dimensions of single-stocks, industries and sectors, quantitative risk factors including Barra models, events, earnings, and fundamental, forward-looking analysis●1 year of experience supervising quantitative researchers or quantitative developers●1 year of experience communicating with senior leadership and external stakeholders regarding both qualitative and quantitative portfolio performance characteristics●2 years of experience conducting quantitative analysis in trading cost, including analysis of linear and non-linear impact models, and implementation shortfall with both explicit and implied market pricing●2 years of experience working with financial datasets, including systematically cleaning and conducting quantitative analysis and research, including time series analysis●2 years of experience using Python and Pandas in quantitative research●2 years of experience conducting quantitative research on global equity market inefficiencies and designing and implementing trading strategies, including for both continuous and auction trading sessions ●2 years of experience using mathematical, statistical, machine learning or deep learning techniques in financial modeling for statistical arbitrage, using Python and Pandas●Knowledge of above demonstrated through employer-conducted testingPay Range: $200,000 - $250,000/year. Resumes to recruiting@axqcap.com. EOE.