At a Glance
- Tasks: Design and deploy statistical equity alpha signals while managing your own portfolio sleeve.
- Company: Top-tier global hedge fund with a focus on alpha-driven strategies.
- Benefits: Highly competitive compensation, access to premium data, and elite execution infrastructure.
- Other info: Clear pathway to a full portfolio manager role with direct PnL accountability.
- Why this job: Gain autonomy in research and strategy execution while generating independent alpha.
- Qualifications: 3-5 years of quant trading or research experience with strong Python/C++ skills.
The predicted salary is between 85500 - 104500 £ per year.
Location preference: Hong Kong, Singapore, London (The hiring manager is based in HK)
Asset class: Global equities
Function: Quantitative research and portfolio management
Experience: 3-5 years
About the role
We are partnering with a top tier global hedge fund seeking a high caliber Global Equity Sub-PM/Quant researcher to join a leading alpha-driven platform. This role offers a unique opportunity for an experienced Quantitative researcher or Sub-PM to manage their own portfolio sleeve, generate independent alpha, and take direct accountability for an alpha stream. You will operate within a world class infrastructure while enjoying autonomy over your research and strategy execution.
Key Responsibilities
- Alpha Generation: Design research and deploy high capacity, statistical equity alpha signals
- Portfolio and Sleeve management: Manage an independent sub-portfolio sleeve with direct accountability for your alpha stream performance
- Strategy Execution: Utilize proprietary or custom-built optimizers to trade short-term equity alpha across global markets
- Intraday & Short-horizon trading: Focus on horizons ranging from longer-term intraday to 5-6 days holding periods
- Systematic innovation: Leverage cutting-edge quant research and AI/Machine learning techniques to continuously enhance model performance
Target profile
- Experience: 3-5 years of quant trading or research experience within a top tier fund or alpha-driven environment
- Track record: Previous experience running an independent book/sleeve or track record
- Strategy Focus: Deep expertise in global equities with a focus on short term alpha and custom optimizer usage
- Holding horizon: Proven expertise in intraday to multi-day (~5-6 days) systematic equity strategies
- Technical Skills: Strong proficiency in Python/C++ for statistical modeling; experience incorporating AI/Machine learning into signal construction is highly desirable
What's on Offer?
- Direct PnL accountability with a clear pathway to a full portfolio manager role
- Access to institutional capital, premium data feeds and elite execution infrastructure
- Highly competitive, performance-linked compensation package
Global Equity Sub-PM/Quant Researcher employer: Tardis Group
Join a prestigious global hedge fund in Hong Kong, Singapore, or London, where you will thrive in a dynamic and innovative work culture that prioritises autonomy and accountability. With access to cutting-edge technology and institutional capital, you will have the opportunity to manage your own portfolio sleeve and drive alpha generation while enjoying a highly competitive compensation package linked to performance. This role not only offers significant growth potential but also fosters an environment of continuous learning and systematic innovation, making it an exceptional place for ambitious professionals seeking meaningful and rewarding careers.
