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Portfolio Manager (MFT)

Gurgaon / 🌎

Blackrose is seeking a quant to join our effort in developing mid-frequency systematic trading strategies. Candidates will apply rigorous statistical methods on a wide range of datasets and implement trading models based on novel predictions of market behavior, all while leveraging Blackrose’s world-class research and trading infrastructure.

Successful candidates will be part of a growing effort and have the opportunity to contribute to all aspects of strategy development, including alpha generation, portfolio construction/optimization and trade execution algorithms. Researchers are responsible for not only prototyping and conducting research into various strategy components, but also writing code to productionalize their ideas; thus, interest and experience in programming are essential.

• 2+ years of prior work experience in stat-arb or options/volatility trading required
• Demonstrated ability to conduct research using large noisy real-world datasets
• Exceptional attention to detail and desire to understand issues deeply
• Outstanding work ethic and ability to thrive in a fast-paced environment
• Strong numerical programming skills, including proficiency in Python for data analysis and machine learning. Experience with C++ a plus

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