Senior Quantitative Researcher / Sub-PM

Seeking a highly skilled and experienced Senior Quantitative Researcher or Sub-Portfolio Manager to join a systematic trading team. The successful candidate will play a key role in the full lifecycle of alpha research and strategy development, with the potential to manage risk capital independently or transition into a lead PM role over time. Key Responsibilities: Design, research, and implement systematic trading strategies across global equities, futures, FX, or other liquid asset classes Conduct high-quality alpha signal research using alternative data, statistical techniques, and machine learning when appropriate Develop and test robust portfolio construction, execution, and risk management models Collaborate closely with data engineering and infrastructure teams to enhance research platform capabilities Take ownership of strategy performance and contribute to the team’s overall P&L Potential to transition into a standalone PM role or run a sub-portfolio within defined risk limits Requirements: 5+ years of experience in quantitative research or trading at a hedge fund, proprietary trading firm, or top-tier investment bank Proven track record of alpha generation or contribution to profitable strategies Deep understanding of statistical modeling, time-series analysis, and/or machine learning techniques Strong programming skills in Python, C++, or similar; experience working with large datasets and research infrastructure Master’s or PhD in a quantitative field (e.g., Mathematics, Computer Science, Physics, Engineering, Statistics) Excellent communication skills and ability to work in a collaborative, performance-driven environment #J-18808-Ljbffr Alexander Chapman