Quantitative Trader

About the Role

We are looking for an experienced Quantitative Trader to join our trading team and contribute to the development and management of alpha-generating strategies across asset classes. The ideal candidate has a solid track record in quantitative or semi-systematic trading , a deep understanding of market microstructure, and experience working with or alongside large portfolio managers or proprietary trading teams .

You will be responsible for researching, implementing, and optimizing trading strategies , managing risk, and continuously refining performance through data-driven insights.

Key Responsibilities

• Research, develop, and execute systematic or semi-systematic trading strategies in cash, derivatives, or cross-asset markets.
• Manage and optimize existing strategy portfolios with focus on performance consistency, drawdown control, and scalability .
• Analyze trading performance and risk metrics to identify areas for improvement.
• Collaborate with researchers, data scientists, and technology teams to improve execution, data infrastructure, and signal generation.
• Explore and test new alpha ideas, trading signals, and market opportunities.
• Maintain awareness of market trends, liquidity, and volatility dynamics across relevant instruments.

What Were Looking For

• 36 years of experience in quantitative or algorithmic trading , ideally on a prop desk, hedge fund, or institutional trading team .
• Proven experience in strategy research, execution, and risk management .
• Strong quantitative and analytical skills, with a foundation in statistics, probability, and optimization .
• Proficiency in Python, C++, or any high-performance language for research and execution.
• Comfort working with large datasets, market data APIs, and backtesting frameworks .
• Collaborative mindset and ability to interface with both technical and trading teams.

Preferred Background

• Bachelors or Masters degree in Mathematics, Statistics, Computer Science, Engineering, or related quantitative field .
• Prior experience managing or co-managing a P&L-driven trading book .
• Familiarity with equities, futures, options, or statistical arbitrage .
• Experience with strategy automation, portfolio construction, or execution algorithms is a plus.

What We Offer

• Opportunity to work closely with experienced traders and portfolio managers.
• Access to institutional-grade infrastructure, research tools, and data.
• Flat, meritocratic structure with high autonomy.
• Competitive fixed compensation and performance-linked incentives .
• A collaborative environment that values innovation, discipline, and long-term alpha generation.