Job Title

Title: Senior Quantitative Researcher / Sub-Portfolio ManagerA variety of soft skills and experience may be required for the following role Please ensure you check the overview below carefully.Location: New York / LondonTeam: Systematic Trading StrategiesAbout the Role:Seeking a highly skilled and experienced Senior Quantitative Researcher or Sub-Portfolio Manager to join our systematic trading team. The successful candidate will play a key role in the full lifecycle of alpha research and strategy development, with the potential to manage risk capital independently or transition into a lead PM role over time.Key Responsibilities:Design, research, and implement systematic trading strategies across global equities, futures, FX, or other liquid asset classesConduct high-quality alpha signal research using alternative data, statistical techniques, and machine learning when appropriateDevelop and test robust portfolio construction, execution, and risk management modelsCollaborate closely with data engineering and infrastructure teams to enhance research platform capabilitiesTake ownership of strategy performance and contribute to the teams overall P&LPotential to transition into a standalone PM role or run a sub-portfolio within defined risk limitsRequirements:5+ years of experience in quantitative research or trading at a hedge fund, proprietary trading firm, or top-tier investment bankProven track record of alpha generation or contribution to profitable strategiesDeep understanding of statistical modeling, time-series analysis, and/or machine learning techniquesStrong programming skills in Python, C++, or similar; experience working with large datasets and research infrastructureMasters or PhD in a quantitative field (e.g., Mathematics, Computer Science, Physics, Engineering, Statistics)Excellent communication skills and ability to work in a collaborative, performance-driven environment