Sub-Portfolio Manager/Senior Quantitative Researcher (Systematic Equities) - Global Industry Leader/

Salary: Up to $400,000 starting base + industry-leading guaranteed bonus and package. TC of up to $MM+ USD in annual compensation.

Location: Chicago/New York/London/Amsterdam. Hybrid (3days).

Client: Globally leading quantitative proprietary trading firm founded in the late 2000s. Strong reputation in HFT and automated-market making coupled with MFT.Multidisciplinary team of highly accomplished scientific, academic and industry subject matter experts, including ACM-ICPC/Hackathon Winners, IOI/IMO/IPhO Medallists. Developing and deploying systematic strats across an array of asset classes including Equities, Futures, Options/Vol, and ETFs.

Role: Quantitative Researcher for Alpha Gen (Systematic Equities).Responsible for full lifecycle research from data curation/validation, feature engineering, model development and signal generation. Role is sitting in a Global Sys Equities team across the US, Europe and APAC.

Required skills: 1yr+ alpha signal generation experience from a competitor fund, market-maker or proprietary trading firm only. Advanced degree in a highly scientific, quantitative or computational discipline (examples include STEM and Machine Learning).Innovation in your field including strong publication records/best papers. Capable across topics in statistical modelling, algorithms, data structures, and/or ML.Working proficiency in one of the main OO programming languages: C++, Python. Extraordinary accomplishments in high school and university-level programming competitions including but not limited to: Olympiad Medallists, ACM-ICPC finalists and winners, and Industry-sponsored Hackathon finalists and winners. If this opportunity is of interest, please apply direct or email me at.