Senior Quantitative Researcher/ Sub-PM

Alexander Chapman; New York (NY); On-site; USD 165,000 - 325,000; Full time

Job summary

An established industry player is seeking a Senior Quantitative Researcher to join their dynamic systematic trading team. This role involves designing and implementing innovative trading strategies while leveraging advanced statistical modeling and machine learning techniques. The successful candidate will have the opportunity to manage risk capital independently and contribute significantly to the team's performance. With a focus on collaboration and excellence, this position offers a chance to thrive in a fast-paced environment, driving impactful results in the financial services sector. If you are passionate about quantitative research and eager to make a difference, this opportunity is for you.

Qualifications

• 5+ years of experience in quantitative research or trading.
• Proven track record of alpha generation.
• Strong programming skills with large datasets.

Responsibilities

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

Data Analysis

Education

Master’s in Quantitative Field

PhD in Quantitative Field

Tools

Research Infrastructure

Job description

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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

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Research

• Industries

  Financial Services, Investment Management, and Capital Markets

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