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Senior Quantitative Researcher – Systematic PM-Pod - Global Industry Leader/Systematic Multi-Manager – New York/London – TC Base of up to 400K USD + % PnL

Hunter Bond · New York, United States

Spotted 9h agoFull-time

Job details

Work mode
Hybrid
Employment
Full-time
Level
Senior
Posted
Oct 29, 2026
Last confirmed open
Oct 30, 2026
Job description

About this role

Job title:

  • Senior Quantitative Researcher – Systematic PM-Pod.

Salary:

  • Up to $400,000 starting base + % PnL cut.

Location:

  • New York (HQ). London/Singapore as additional options.
  • Hybrid (3days).

Client:

  • Globally leading quantitative multi-manager investing firm founded in the early 2010s.
  • Strong reputation in HFT/Intraday/MFT across a multitude of strats including Equities, Global Macro (Futures/FX, Commodities, Rates) and Credit.
  • Multidisciplinary team of 300 highly accomplished quantitative and industry subject matter experts, including ACM-ICPC/Hackathon Winners, IOI/IMO/IPhO Medallists.
  • PM-Pod environment, typical team size of less than 5, shared centralized tech/infra.
  • 6BN USD AUM. Reputably known for strong consistent PnL returns and performance in global markets over the last two decades.
  • Also known for successfully acquiring highly reputable teams from competitor funds.

Role:

  • Directly manage the quantitative research lifecycle from data curation/validation to feature engineering to model development/signal generation and to for certain pods portfolio construction and strategy deployment.
  • Generate alpha signals from a multitude of datasets for quantitative investing strategies including Equities, Global Macro and Credit, and specifically for HFT/Intraday/MFT.
  • Develop and deploy individual suite of quantitative investing strategies including overseeing execution.
  • Aspire to eventually build and manage a new systematic trading pod for the firm.

Required skills:

  • Currently working as a Quant Researcher for a competitor fund on at least alpha signal generation or ideally full lifecycle strategy research.
  • Developing and deploying a portfolio of signals for quantitative strategies across all major asset classes including but not limited to: Equities, Futures, Global Macro, Credit.
  • At least 1-year track record of generating productionized alpha signals.
  • Advanced degree in a highly scientific, quantitative or computational discipline (examples include STEM and Machine Learning).
  • Working proficiency in one of the main OO programming languages: C++, Python.

If this opportunity is of interest, please apply direct or email me at [email protected]

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