SubPM (Sr Quant)

Responsibilities: Research and develop alpha signals and systematic strategies in equities, futures portfolios Build predictive models, portfolio construction, and risk management frameworks Analyze market data, execution quality, and transaction costs Monitor live strategies and improve performance over time

Requirements: Advanced degree in a quantitative field such as Mathematics, Physics, Computer Science, or related discipline 5+ years in quantitative research, systematic trading, or portfolio analytics Proven experience generating alpha, improving portfolio performance, developing scalable models Strong understanding of market microstructure Strong Python/C++ or similar programming skills Knowledge of statistics, machine learning, time series, and portfolio optimization

What We Offer: Competitive compensation/performance payout Clear growth path into PM/Trader role Strong data, infrastructure, and engineering support in a research-driven environment Great culture, diversified, highly experienced team Please Apply in confidence with your CV/resume, ideally with a brief summary of research focus, markets traded, and key strategies developed (if not clear from resume).