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

SR Investment Partners; Greater London; On-site; GBP 250,000 - 450,000; Full time

Job summary

SR Investment Partners seeks a Systematic Quantitative Trader/PM or External Alpha Contributor to build trading algorithms and generate high-quality signals. You will leverage your experience across futures, Fixed Income, Equities, FX, or relative-value arbitrage to capture alpha.

Strong math and coding in C++, C#, Python are essential, with a track record of Sharpe >1.5. This global role spans NYC, Paris, London, and other major hubs, offering competitive bonus potential and extensive benefits.

Qualifications

• Master/PhD in a quantitative field is required.
• Experience building trading algorithms and predictive signals.
• Proven track record with systematic or discretionary strategies, Sharpe >1.5.

Responsibilities

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

Skills

Trading algorithms

Predictive signals

Quantitative analysis

Mathematical skills

C++

C#

Python

Statistical modeling

Market fundamentals

Sharpe >1.5

Proactive ideas

Education

Master's/PhD in quantitative subject

Tools

PL Explain

Capital charge tools

Job description

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