Portfolio Manager / Quant Trader- FX / Credit / Futures / Equities / Fixed Income / RV

SR Investment Partners; Paris; Sur place; EUR 129 000 - 215 000; Plein temps

Résumé du poste

SR Investment Partners is seeking a Systematic Quant Trader/PM or External Alpha Contributor with strong technical skills to capture alpha across futures, fixed income, equities, FX, or relative-value arbitrage. The role involves building trading algorithms, generating signals, and supporting desk strategists with quantitative tools and pricing/risk models.

The ideal candidate will have a Master or PhD in a quantitative field, strong math skills, and experience coding in C++, C#, or Python.

Qualifications

• Must build trading algorithms and create high-quality predictive signals.
• Experience with physics/quant models and market pricing fundamentals is valued.
• Proven track record in delivering systematic, fundamental or discretionary strategies with Sharpe > 1.5.

Responsabilités

• Build trading algorithms and trading infrastructure.
• Create high-quality predictive signals for alpha capture.
• Support trading desk with quantitative tools and risk models.
• Develop and implement pricing and risk management models.

Connaissances

Strong mathematical skills

Proactive in promoting new ideas

Formation

Master or PhD in quantitative field

Outils

C++

C#

Python

Description du poste

A renowned global hedge fund based in New York is looking for a talented Systematic Quantitative Trader/Portfolio Manager or External Alpha Contributor who is technically strong and skilled at capturing quality alpha. This is for someone with experience in either futures, Fixed Income, Equities, FX, or relative-value arbitrage. This position is global (Depending on approval)

Culture

No politics, a close-knit team with great growth potential. You will work with a great, reputable leader and learn tremendously.

Requirements:

• Build trading algorithms
• Create high-quality predictive signals
• From 15mil+ PNL
• Leveraging your existing experience, signals, and models
• Withholding periods from hours to weeks
• Performance-based contribution where payouts depend on the quality and success of the signals provided
• Proven track record in delivering successful systematic, fundamental or discretionary strategies: creative models with realised Sharpe Ratios > 1.5
• Fundamentals on how markets are priced
• Generating Alpha
• Strong mathematical skills
• Development and implementation of models used for pricing and risk management, including PL Explain and capital charge Tools.
• Development and implementation of models used for pricing and risk management, including PL Explain and capital charge Tools.
• Supporting desk strategists by providing them with quantitative tools
• Strong technical skills with experience in a quantitative analysis team (coding C++/C#/python, modelling, systems)
• Proactive in the promotion of new ideas
• Development and implementation of models used for pricing and risk management

Top educational background, Master/Ph.D. in a quantitative subject (e.g. Maths, Physics, Computer Science)

Location:

NYC + Paris + London + Singapore + Japan + Abu Dhabi + China + Swizerland

Salary:

Competitive + Bonus and great amounts of benefits