Quantitative Portfolio Manager, Medium Frequency Trading

Radley James; United States; On-site; USD 180,000 - 280,000; Full time

Job summary

Radley James is partnering with a cutting-edge systematic quant trading firm seeking Quant PMs to join established teams or build out new units. The role emphasizes a PnL-based bonus structure and high-performance tech stack.

Ideal candidates bring 4–5+ years in medium-frequency trading across multiple asset classes, with a track record of Sharpe ratios above 2 and annual PnL contributions of at least $5 million.

Qualifications

• 4–5+ years of systematic quant trading experience in a medium-frequency framework.
• Experience across cash equities, futures, FX, fixed income or commodities.
• Running a Sharpe ratio of at least 2.
• Annual PnL responsibility of at least $5 million.

Skills

Quant PM

Systematic trading

PnL ownership

High-performance computing

Job description

This opportunity is working for one of the young exciting systematic quantitative businesses that has sprouted out of a global very established hedge fund. It is a firm that has set records with AUM at launch and has grown a very successful business in the medium frequency space across the majority of the main asset classes.

This firm are hiring for Quant PMs to join existing teams, or build out their own unit. Due to the young nature of the business the technology/codebase is fresh and they are very focused on using cutting edge approaches for their software and infrastructure.

They will put you on a specific PnL cut bonus structure, unlike many firms out there that still stick to a discretionary approach!

Requirements:

More than 4-5 years of systematic quant trading experience in a medium frequency approach, in either - cash equities, futures, FX, fixed income or commodities

Running a sharpe ratio of at least 2

Annual PnL numbers at $5million as a minimum