Senior Quantitative Researcher/ Sub-PM

Alexander Chapman; London; On-site; GBP 70,000 - 130,000; Full time

Job summary

An established industry player is seeking a Senior Quantitative Researcher or Sub-Portfolio Manager to join their dynamic systematic trading team. This role offers the opportunity to engage in the full lifecycle of alpha research and strategy development, with a focus on systematic trading across various asset classes. The ideal candidate will have a strong background in quantitative research, statistical modeling, and programming, with the potential to manage risk capital and contribute significantly to the team's performance. Join a collaborative environment where your expertise can drive impactful trading strategies.

Qualifications

• 5+ years of experience in quantitative research or trading.
• Proven track record of alpha generation.

Responsibilities

• Design and implement systematic trading strategies.
• Conduct alpha signal research using statistical techniques.

Skills

Quantitative Research

Statistical Modeling

Machine Learning

Python Programming

C++ Programming

Time-Series Analysis

Education

Master’s in Quantitative Field

PhD in Quantitative Field

Job description

Job Description

Title: Senior Quantitative Researcher / Sub-Portfolio Manager

Location: New York / London

Team: Systematic Trading Strategies

About the Role:

Seeking a highly skilled and experienced Senior Quantitative Researcher or Sub-Portfolio Manager to join our 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