Overview

Systematic Quantitative Trader / Portfolio Manager or External Alpha Contributors sought by a renowned global hedge fund based in London. The role requires strong technical ability and a track record of high-quality alpha capture. This position is global and may be located in multiple regions depending on approval. We are also looking for alpha generators who want to be independent and build their own fund (global).

Culture

No politics, a close-knit team with growth potential. You will work with reputable leadership and have opportunities to learn and grow.

Requirements

• Build trading algorithms
• Experience across FX, Credit, Futures, Bonds, commodities
• Create high-quality predictive signals
• From 10+ PNL
• Leverage your existing experience, signals, and models
• Withholding periods from hours to weeks
• Performance-based contribution with pay-outs tied to the quality and success of signals
• Proven track record in delivering systematic, fundamental or discretionary strategies with realised Sharpe Ratios > 1.5
• Fundamentals on how markets are priced
• Systematic Trading
• Generating Alpha
• Strong mathematical skills
• Development and implementation of models for pricing and risk management
• Supporting desk strategists with quantitative tools
• Strong technical skills in a quantitative analysis environment (coding in C/C++/C#/Python, modeling, systems)
• Proactive in promoting new ideas
• Experience on a trading desk / systematic desk

· Top educational background, Masters/Ph.D. in a quantitative subject (e.g., Maths, Physics, Computer Science).

Location

New York City, Paris, London, Singapore, Japan, Abu Dhabi, China, Switzerland

Salary

Competitive salary plus bonus and benefits

Contact

If you are interested, please forward your CV. For more information or a confidential discussion, please contact Shanaz Rob at +44 (0)203 603 4474 or email shanaz.rob@srinvestmentpartners.com.

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