Live opening · Posted 12 days ago
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We are working with a fast-growing quantitative investment fund that is expanding its systematic trading capabilities across global markets. As part of this growth, they are looking to hire an exceptional Quantitative Trader / Portfolio Manager to join the team and take ownership of short-horizon trading strategies.
The fund offers an entrepreneurial environment with significant scope for strategy ownership, research autonomy and P&L responsibility, depending on seniority.
We are open to candidates at either PM level or Quantitative Researcher / Trader level, provided they have strong relevant experience and a genuine track record of working on short-horizon systematic strategies.
The ideal candidate will have:
3–4+ years of relevant industry experience in systematic trading, quantitative research or a closely related field.
Experience with medium-frequency and short-horizon systematic strategies, including:
Intraday equities and futures strategies
Long/short equity strategies, with intraday and/or overnight holding periods
Equity strategies with typical holding periods of 3–5 days or less
ADR arbitrage / relative-value strategies, including intraday and overnight opportunities
Other short-horizon equity relative-value or cross-market strategies
Strong experience trading or researching global equities and futures, including markets such as US and European equities, ADRs and CME futures.
Experience developing and trading systematic strategies across different time horizons, from intraday through overnight.
A strong quantitative and analytical background, with an elite academic pedigree from a leading university. Degrees in Mathematics, Statistics, Computer Science, Physics, Engineering, Economics or another highly quantitative discipline are particularly relevant.
For more senior candidates, a demonstrable track record of alpha generation and P&L ownership.
HFT experience would be beneficial, particularly where it overlaps with short-horizon equities, futures or arbitrage strategies.
Strong research capabilities and the ability to take ideas from research through to live implementation and trading.
A strong understanding of market microstructure, execution, transaction costs and risk management would be advantageous.
This is an opportunity to join a growing quant fund at an exciting stage of its development, with the chance to have a meaningful impact on the firm's trading platform.
Depending on experience, the successful candidate can expect a high degree of autonomy, access to strong technology and research infrastructure, and the opportunity to build, develop and scale systematic strategies across global equity and futures markets.
For candidates at PM level, there is scope for significant strategy ownership and P&L responsibility. For researchers and traders looking to step up, the platform provides an opportunity to take greater ownership of ideas and move towards running strategies.
The role would suit candidates with experience across long/short equities, ADR arbitrage, equity relative value, intraday trading, overnight strategies and/or futures, particularly those with a demonstrable ability to identify and systematically capture short-horizon alpha.
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