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-endWhat 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 preferredOpen to NYC, Chicago, and London candidates.Please reach out to if you are interested in learning more.--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.