Senior Quant Researcher/'SubPM'-Actively looking to hire Senior Quant Researcher/SubPM to develop and scale mid-frequency cash equities or CME futures systematic trading strategies across global markets, with a path toward Portfolio Manager responsibilities.
Responsibilities:- Research and develop alpha signals and systematic strategies in equities, futures portfolios
- Build predictive models, portfolio construction, and risk management frameworks
- Analyze market data, execution quality, and transaction costs
- Monitor live strategies and improve performance over time
Requirements:- Advanced degree in a quantitative field such as Mathematics, Physics, Computer Science, or related discipline 5+ years in quantitative research, systematic trading, or portfolio analytics
- Proven experience generating alpha, improving portfolio performance, developing scalable models
- Strong understanding of market microstructure
- Strong Python/C++ or similar programming skills
- Knowledge of statistics, machine learning, time series, and portfolio optimization
What We Offer:- Competitive compensation/performance payout
- Clear growth path into PM/Trader role
- Strong data, infrastructure, and engineering support in a research-driven environment
- Great culture, diversified, highly experienced team
Please Apply in confidence with your CV/resume, ideally with a brief summary of research focus, markets traded, and key strategies developed (if not clear from resume).
