At a Glance
- Tasks: Lead and scale a systematic trading book with full PnL responsibility.
- Company: Global quantitative trading firm with a research-driven culture.
- Benefits: Autonomy, institutional-grade resources, and potential for team building.
- Other info: Opportunity to mentor junior talent and manage risk in fast-moving markets.
- Why this job: Make a real impact in a dynamic trading environment with genuine ownership.
- Qualifications: 10+ years in systematic trading or quantitative research with proven alpha generation.
The predicted salary is between 80000 - 100000 £ per year.
A leading global quantitative trading firm is hiring a Senior Portfolio Manager / Quantitative Researcher in London to take ownership of an established and growing trading business with an Alpha Capture focus. The firm trades across the world's largest exchanges from offices in Europe, North America, and Asia, with a research-driven culture and an expanding hedge fund platform. This seat carries full strategy and PnL ownership, with the mandate and resources to build out a team over time. It suits senior professionals with a proven track record or demonstrable alpha generation capability who want genuine autonomy backed by institutional-grade infrastructure and capital.
Responsibilities
- Own and scale a systematic trading book with direct PnL responsibility
- Drive the full research lifecycle: alpha generation, strategy design, backtesting, and production deployment
- Set the research agenda and prioritise development across products and regions
- Mentor and develop junior traders and researchers, with scope to build a team
- Work with technology and execution teams to optimise infrastructure, latency, and capacity
- Manage risk across the book and adapt positioning to changing market conditions
Requirements
- 10+ years in systematic trading or quantitative research at a leading HF, HFT firm, or proprietary trading house
- Proven multi‑year track record with direct PnL ownership, or clearly demonstrable alpha generation capability
- Deep expertise in at least one asset class, with breadth across others preferred
- Strong quantitative background; comfortable directing research end to end
- Prior experience leading or mentoring a team is an advantage
- Sound risk judgement and the temperament to run size in fast‑moving markets
- Based in, or willing to relocate to, London
For more information, apply here or contact Tom on tom@qenexus.com
