About the role

Aplyr's Quick Take

This role is for a Portfolio Manager focused on optimizing a crypto portfolio through strategic capital allocation and risk management. You'll be responsible for building quantitative frameworks to guide investment decisions and hedging against market shifts. It's a senior-level, individual contributor position requiring deep quantitative skills and experience in systematic trading.

Good fit

Ideal candidates have 5-10 years in quantitative allocation roles at hedge funds or similar firms, with strong expertise in multi-asset risk management. You should be comfortable with complex mathematical models and have a proactive, analytical mindset.

Worth noting

The role emphasizes a unique combination of crypto and traditional asset management, which may appeal to those looking to bridge these markets. The requirement for advanced degrees and specific programming skills may limit the applicant pool.

Job Description

We are seeking a Portfolio Manager (PM) to lead our top-level capital allocation for our crypto portfolio. You will not just manage a book; you will design and execute the "Ensemble Strategy" that dictates how capital flows between strategies and emerging venues. Your mission is to engineer a "Weather-Proof" portfolio that extracts idiosyncratic alpha from disparate markets while maintaining a strictly controlled risk profile.

Responsibilities

Dynamic Asset Allocation: Oversee the deployment of capital across the multi-strategies
Ensemble Optimisation: Build and maintain quantitative frameworks (Risk Parity, Mean-Variance, or Bayesian models) to determine optimal weights based on real-time volatility and correlation.
Regime-Based Hedging: Utilize Prediction Markets and FX to hedge tail risks and macro shifts impacting the core Crypto portfolios.
Risk Budgeting: Define and monitor VaR, Stress Tests, and Drawdown limits for individual strategy sleeves.
Cross-Asset Research: Identify "Lead-Lag" relationships—e.g., how movement in the US Dollar (DXY) or Treasury yields impacts Crypto liquidity and Commodity pricing.

Requirements

Experience: 5-10 years in a Senior Quantitative Allocation role at a fully systematic multi-strat hedge fund, prop shop, or family office.
Multi-Asset Mastery: Proven track record managing risk across different systematic strategies. Experience in Prediction Markets (Polymarket, Kalshi) or Event-Driven Trading is a significant plus.
The Stack: Expert proficiency in Python (NumPy, Pandas, PyTorch/TensorFlow) and SQL/KDB+.
Quantitative Depth: Mastery of portfolio construction mathematics, including covariance matrix estimation and L^2 regularization.
Education: Advanced degree (Masters/PhD) in Mathematics, Physics, Computer Science, or Financial Engineering.

Who You Are

The Aggregator: You don't just look for "good trades"; you look for how trades fit together to improve the fund's overall Information Ratio.
The Risk-First Thinker: You understand that in a levered multi-asset environment, correlation is the silent killer.
The Adaptable Architect: You are comfortable transitioning from the 24/7 volatility of Crypto to the structural nuances of the Commodities curve and the binary outcomes of Prediction Markets.

Skills & Tags

python go ai ios design

Aplyr's read

Kronos Research is a cutting-edge quantitative trading firm where data-driven innovation meets high-frequency trading, attracting analytical minds and tech enthusiasts.
Synthesized from recent postings & public sources

What's promising

•Kronos Research is at the forefront of algorithmic trading, offering exposure to advanced quantitative techniques.
•The firm provides opportunities to work with diverse asset classes, enhancing professional growth and expertise.
•Kronos Research invests in talent through programs like the Quantitative Research Graduate Program, nurturing future leaders.

What to watch

•The high-pressure environment of quantitative trading may not suit everyone.
•Market volatility can impact trading strategies and job stability.
•Limited public information about company culture and work-life balance.

Why Kronos Research

•Kronos Research specializes in high-frequency trading, requiring cutting-edge technology and rapid decision-making.
•The firm focuses on both crypto and traditional asset classes, offering a broad market perspective.
•Kronos Research's emphasis on machine learning positions it at the intersection of finance and technology.

Aplyr’s read is generated by AI from public sources. Was it useful?