Trader

Quant Trader

The Opportunity

We're partnered with a well-capitalised systematic trading group hiring a Quant Trader to run a sleeve of book risk across liquid markets. The seat is strategy-agnostic by design the firm cares about edge, not dogma. If you've built and traded systematic L/S equity, stat arb, futures trend/carry, vol, or cross-asset relative value, this is a conversation worth having.

The platform is already there: clean tick data going back decades, a research stack that lets you go from idea to backtest to production in days rather than months, low-latency execution where it matters, and a risk framework built by traders rather than imposed on them. You bring the alpha; they remove the friction.

The Seat

You'll own a book end-to-end research, sizing, execution logic, risk management, and P&L. This is not a pod where you're handed a sleeve and told what to trade. You decide the universe, the holding period, the leverage profile, and the signals. Day one you'll plug into existing infrastructure and risk limits; over time, capital scales with track record.

Expect to spend your time roughly split between (a) researching and refining signals feature engineering, regime detection, decay analysis, transaction cost modelling and (b) actively managing live risk, monitoring fills, attribution, and slippage. The firm runs lean, so you'll work directly with engineers and the head of trading rather than through layers.

Who We're Looking For

We're open on style. What matters is that you've traded real money in a systematic or semi-systematic framework and can show a track record Sharpe, max DD, capacity, turnover, the honest version. Strong candidates have come from:

• Systematic L/S equity (factor, stat arb, intraday or multi-day holding)
• CTA / systematic macro (trend, carry, mean reversion across futures and FX)
• Options and vol arb (dispersion, vol surface RV, gamma scalping)
• HFT/MFT market making transitioning to lower-frequency directional
• Pod shops, sleeves at platforms, prop desks, or quant funds running similar mandates