Head of Quantitative Research

Head of Quantitative Research

$250,000 – $300,000 Base + Discretionary Performance Bonus | New York Metropolitan Area (On-site, Mon–Fri)

Established three-decade macro & systematic powerhouse | $40Bn AUM backed by substantial internal partner capital | Collaborative, dual-engine trading environment

Do you have the skills to fill this role Read the complete details below, and make your application today.

The Role

Reporting directly to the executive leadership team, you will shape the quantitative research roadmap, direct an elite team of researchers, and spearhead the development of intraday and short-term alpha signals.

This seat bridges research leadership with active risk-taking: alongside driving systematic R&D across the broader desk, you have the full infrastructure and capital backing to run and scale your own live quantitative book

What You Will Do

• Engineer, validate, and launch high-frequency and intraday systematic strategies across equities, foreign exchange, and futures, with full scope to target uncorrelated alpha in adjacent liquid spaces.
• Oversee and mentor a high-performing quantitative research desk, running day-to-day R&D pipelines and embedding production-standard model validation practices.
• Manage direct risk capital by executing your own automated strategies within structured drawdowns and strict margin parameters.
• Upgrade institutional modeling frameworks to eliminate backtest overfitting, minimize trade-level slippage, and modernize cross-asset capital allocation algorithms.
• Serve as a key technical authority to executive management and capital allocation committees, directly influencing firm-wide investment architecture.

What You Bring

• Verifiable buy-side track record building, testing, and monetizing automated trading systems.
• Deep understanding of short-term and intraday microstructure, cross-venue order dynamics, and latency-sensitive execution.
• Primary technical background trading equities, currencies, or exchange-traded futures, coupled with the quantitative intuition to model unfamiliar asset classes.
• Direct background guiding, evaluating, and managing quantitative researchers. xhyhwjd
• Expert programming acumen for rapid backtesting, simulation, and high-performance production code.

Hit apply to avoid missing out!