Systematic Portfolio Architect | Python-Driven Alpha
Summary
Design and manage systematic investment portfolios using Python to generate alpha across strategies like Stat Arb Equities and Systematic Macro.
Selby Jennings in Dubai is seeking experienced Portfolio Managers across a range of strategies, including but not limited to Stat Arb Equities, Systematic Macro, and Event-Driven approaches. You will be responsible for managing a significant capital allocation and generating alpha within the firm's investment universe.
Ideal candidates have a proven track record in portfolio management with a Sharpe ratio above 1.5, at least 3 years of capital-management experience, and hands-on Python