Senior Quantitative PM - Systematic Relative-Value Futures

J K Barnes; England; On-site; GBP 180,000 - 240,000; Full time

Job summary

J K Barnes, a mid-sized multi-manager investment platform, seeks experienced Quant PMs who run systematic futures strategies with proven live track records and a credible source of alpha that can scale.

Strategies should be relative value, market neutral, beta neutral or net delta neutral, with directional ideas only if there is no overnight holding. The right candidate will join a platform offering infrastructure, capital, and ownership over the investment process.

Qualifications

• Proven live PnL with attribution.
• Strong risk-adjusted performance across multiple years.
• Rigorous quantitative research process underpinning signal generation, portfolio construction, and risk management.
• Clear evidence of how risk is neutralised at position and portfolio levels.

Responsibilities

• Demonstrate a meaningful live PnL track record with clear personal attribution.
• Show strong risk-adjusted performance across multiple years and market regimes.
• Apply a rigorous quantitative research process underpinning signal generation, portfolio construction and risk management.
• Provide detailed understanding of factor, beta and directional exposures within the portfolio.
• Explain where the edge comes from, why it should persist, and what constrains capacity.
• Demonstrate ability to manage institutional capital or scale strategy to institutional levels.

Skills

Live PnL track record

Quantitative research

Portfolio construction

Risk management

Factor/beta exposures

Job description

J K Barnes, a mid-sized multi-manager investment platform, seeks experienced Quant PMs who run systematic futures strategies with proven live track records and a credible source of alpha that can scale.

Strategies should be relative value, market neutral, beta neutral or net delta neutral, with directional ideas only if there is no overnight holding. The right candidate will join a platform offering infrastructure, capital, and ownership over the investment process.