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