Senior Quantitative Researcher/ Sub-PM

JR United Kingdom; Slough; On-site; GBP 70,000 - 120,000; Full time

Job summary

A leading company in systematic trading is seeking a Senior Quantitative Researcher or Sub-PM in Slough. The role involves designing research-driven trading strategies, managing risk capital, and has the potential for a standalone PM role. Candidates should have a strong quantitative background and extensive experience in trading or research, along with advanced programming skills.

Qualifications

• 5+ years of experience in quantitative research or trading is required.
• Proven track record of alpha generation or contribution to profitable strategies.
• Strong programming skills in Python, C++, or similar.

Responsibilities

• Design, research, and implement systematic trading strategies.
• Conduct alpha signal research using alternative data and statistical techniques.
• Collaborate with data engineering to enhance research capabilities.

Skills

Statistical modeling

Time-series analysis

Machine learning

Programming in Python

Programming in C++

Education

Master’s or PhD in a quantitative field

Job description

Social network you want to login/join with:

Senior Quantitative Researcher/ Sub-PM, Slough

Location: Slough, United Kingdom

Job Category:

Other

EU work permit required:

Yes

Job Views:

5

Posted:

31.05.2025

Expiry Date:

15.07.2025

Job Description:

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