QuantFund's three seperate teams contribute to the fund management process, and all three teams are seeking telented and experienced staff. Alpha Team - Portfolio managers, analysts and researchers who contribute alpha from among a variety of quantitative asset classes and signal types, fundamental, technical, event and others. Execution team - Expanding a core team experienced in high frequency DMA trading in equities and futures. Seeking execution algo experience across asset classes, very strong programming skills. Factor Integration and Portfolio Construction Team - Evaluate and integrate various alpha and beta factors according to the firm's mandates, and implement the optimized set of signals into a set of daily portfolios, according to risk, expected return, and liquidity parameters. Looking for extensive experience with quantitative factor models and optimization, backtesting, quantitative risk management across many asset classes. Submit resumes to recruiting@quantfund.net