BWGI, the wholly owned asset manager of Brasil Warrant, has formed the Equity Multi-Strategy Platform as an additional investment vertical. The Equity Multi-Strategy Platform expects to hire portfolio managers across fundamental, systematic, flow-based and event-driven equity alpha strategies. Brasil Warrant has been in existence for over 100 years, managing, operating and acting as a controlling shareholder of businesses across various industries, including financial services. BWGI provides the infrastructure, processes and capital of a large-scale institutional asset manager while, at the same time, offering duration, permanence and a long-term investment horizon.
Job Description:
We are seeking a talented and experienced Systematic Equities Portfolio Manager to lead and execute data-driven investment strategies within global equity markets. The successful candidate will develop and manage a portfolio using quantitative and algorithmic trading approaches, leveraging statistical models, machine learning techniques, and proprietary datasets to generate alpha.
Key Responsibilities:
- Develop and implement systematic trading strategies in equities markets, leveraging quantitative models and alternative data.
- Conduct rigorous research, including statistical analysis, machine learning, and factor-based modeling, to identify market inefficiencies.
- Oversee portfolio construction, execution algorithms, and risk management to optimize strategy performance.
- Collaborate with data scientists, engineers, and other portfolio managers to enhance research and execution capabilities.
- Monitor market conditions, strategy performance, and risk exposure, making real-time adjustments as needed.
- Utilize advanced programming languages (e.g., Python, C++, R) and cloud-based computing resources to optimize models and trading infrastructure.
- Maintain a disciplined approach to strategy validation, backtesting, and implementation with a focus on scalability and robustness.
- Communicate investment strategies, risk metrics, and performance attribution to senior leadership and investors.
Qualifications:
- Advanced degree (Master’s or PhD) in a quantitative field such as finance, mathematics, computer science, physics, or engineering.
- 7+ years of experience in systematic equities trading or portfolio management within a hedge fund, proprietary trading firm, or asset management firm.
- Strong background in statistical modeling, machine learning, and algorithmic trading strategies.
- Proficiency in programming languages such as Python, C++, or R, with experience in high-performance computing and data processing.
- Deep understanding of market microstructure, execution algorithms, and risk management techniques.
- Proven track record of developing and deploying profitable systematic equity strategies with scalable AUM.
- Ability to work in a fast-paced, collaborative environment while maintaining a strong focus on risk-adjusted returns.