Quant Trader - PM

Marlin Selection Ltd; London; On-site; GBP 60,000 - 100,000; Full time

Job summary

An established industry player is on the lookout for a skilled Quant Trader or Portfolio Manager to drive algorithmic and AI-driven trading strategies. This role offers the chance to manage significant assets under management (AUM) while collaborating with internal teams to align trading strategies with portfolio goals. The ideal candidate will possess a strong track record in quantitative finance, showcasing expertise in programming and risk management. Join a dynamic environment where your innovative strategies can thrive, and enjoy a competitive compensation structure based on your performance and AUM committed.

Benefits

Collaborative environment

Performance-based compensation

Opportunity to scale trading strategies

Qualifications

• 5+ years of experience in algorithmic trading with a strong performance track record.
• Expertise in quantitative analysis and risk management.

Responsibilities

• Develop and optimize algorithmic trading strategies across multiple asset classes.
• Manage trades based on AI-driven models while ensuring risk management.

Skills

Algorithmic Trading

AI-driven Trading Strategies

Quantitative Analysis

Risk Management

Portfolio Optimization

Programming (Python, R, C++)

Back-testing

Market Microstructure

Job description

Location: Flexible

Position Overview: We are seeking an experienced Quant Trader or Portfolio Manager with a proven track record in running algorithmic and AI-driven trading strategies. The ideal candidate will have at least 5 years of successful experience in developing and executing systematic trading strategies across global markets. We are looking to commit AUM to the chosen trading strategy, offering a percentage of the management fee and net profit in return.

Key Responsibilities:

• Develop, implement, and optimize algorithmic trading strategies across multiple asset classes.
• Manage and execute trades based on AI-driven models, ensuring effective risk management and optimization of returns.
• Continuously research and refine models, back-testing strategies, and evaluating performance in live markets.
• Collaborate with internal teams to align trading strategies with broader portfolio goals and risk parameters.
• Provide detailed reporting and analysis of strategy performance, including risk metrics and profitability.
• Maintain and enhance proprietary trading infrastructure, including AI models and algorithmic frameworks.
• Stay updated on the latest trends and technologies in quantitative finance, algorithmic trading, and AI applications.

Qualifications:

• Minimum of 5 years of experience in running algorithmic and AI-based trading strategies with a strong, verifiable performance track record.
• Expertise in quantitative analysis, statistics, and financial modeling.
• Proficiency in programming languages such as Python, R, or C++.
• In-depth knowledge of market microstructure, trading algorithms, and high-frequency trading (HFT).
• Strong analytical skills and experience with back-testing and simulation frameworks.
• Excellent risk management and portfolio optimization skills.
• Ability to work independently and in a collaborative environment.

Preferred Experience:

• Experience managing significant AUM using algorithmic strategies.
• Knowledge of various asset classes, including equities, fixed income, commodities, and FX.
• Proven ability to innovate and adapt strategies based on changing market conditions.

Compensation Structure:

• A percentage of management fees based on AUM committed.
• A percentage of net profit based on performance.

What We Offer:

• The opportunity to scale your trading strategies with committed AUM.
• A collaborative environment with the resources and support to optimize performance.
• Competitive and performance-based compensation structure.