SubPM (Sr Quant)

NYC Hedge Fund · New york city metropolitan area, United States

Senior Quant Researcher/'SubPM'

-

Actively looking to hire Senior Quant Researcher/SubPM to develop and scale mid-frequency cash equities or CME futures systematic trading strategies across global markets, with a path toward Portfolio Manager responsibilities.

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) .