Quantitative Portfolio Manager, Medium Frequency Trading

Radley James; United States; On-site; USD 250,000 - 450,000; Full time

Job summary

Radley James is sourcing Quant PMs for a young, systematic hedge fund with a modern tech stack and cutting-edge approaches. Roles include joining existing teams or building new units, with a regulated PnL-based bonus structure.

Candidates should demonstrate 4–5+ years in systematic quant trading across asset classes and a minimum $5M annual PnL track record, plus a Sharpe ratio of at least 2. The environment emphasizes state-of-the-art software and infrastructure, reflecting the firm's growth

Qualifications

• 4–5+ years of systematic quant trading experience in a medium frequency space.
• Proven track record managing annual PnL of at least $5 million.
• Running a Sharpe ratio of 2 or higher.

Skills

Quant trading

Medium frequency

PnL responsibility

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