Systematic Quant Researcher

Quantitative Researcher – Systematic Trading A leading systematic trading team is looking to add a Quantitative Researcher to work across alpha generation, portfolio construction and optimisation, focused on mid-frequency US equities. This is a risk-taking seat, working directly with the Portfolio Manager and taking research from idea generation through to live deployment. The role offers clear visibility into strategy performance and PnL, with the opportunity to take increasing ownership of risk and ultimately manage your own book.

Direct US equities experience is not essential. The team is happy to consider strong researchers who have generated alpha across other asset classes or products and is happy to work with equities. First-year compensation is guaranteed, with year two moving to a formulaic share of performance, with the percentage agreed based on experience, contribution and level of risk ownership.