Senior Quantitative Researcher / Portfolio Manager

We’re partnering with a world-class systematic trading firm to bring on exceptional quantitative researchers across multiple asset classes! Seeking those who can generate alpha, build cutting-edge models, and push research boundaries.

What You’ll Do:

• Research alpha across short-term and/or longer-term holding horizons (seconds to hours and/or hours to day+)

• Extract signal from massive structured and unstructured datasets, from fundamentals to text

• Design and deploy trading algorithms

• Apply complex machine learning techniques

• Shape robust feature pipelines, model fitting workflows, and statistical measurement tools

• Own projects end-to-end

What You Bring:

• 5–10+ years of hands-on quant research (on buy-side)

• Experience with equities and/or futures (global preferred)

• A track record backed by PnL, Sharpe, or clearly measurable signal impact

• Strong skills in Python (C++ a bonus)

• PhD preferred but not required; degrees in quantitative areas such as mathematics, physics, statistics preferred

Open to NYC, Chicago, and London candidates.

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The base pay for this role will be between $250,000 and $350,000. This role may also be eligible for other forms of compensation and benefits, such as a discretionary bonus, health, dental and other wellness plans. Discretionary bonus and/or guaranteed package can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications and experience.