Senior Quant Researcher/'SubPM'
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Actively looking to hire Senior Quant Researcher/SubPM to develop and scale mid-frequency cash equities or CME futures systematic trading strategies across global markets, with a path toward Portfolio Manager responsibilities.
Responsibilities
- Research and develop alpha signals and systematic strategies in equities, futures portfolios
- Build predictive models, portfolio construction, and risk management frameworks
- Analyze market data, execution quality, and transaction costs
- Monitor live strategies and improve performance over time
Requirements
- Advanced degree in a quantitative field such as Mathematics, Physics, Computer Science, or related discipline
- 5+ years in quantitative research, systematic trading, or portfolio analytics
- Proven experience generating alpha, improving portfolio performance, developing scalable models
- Strong understanding of market microstructure
- Strong Python/C++ or similar programming skills
- Knowledge of statistics, machine learning, time series, and portfolio optimization
What We Offer
- Competitive compensation/performance payout
- Clear growth path into PM/Trader role
- Strong data, infrastructure, and engineering support in a research-driven environment
- Great culture, diversified, highly experienced team
Please Apply in confidence with your CV/resume, ideally with a brief summary of research focus, markets traded, and key strategies developed (if not clear from resume).
SubPM (Sr Quant) in New York City Metropolitan Area at DTG Finance & Capital Markets
This position is listed as full time and onsite. It was posted 4 days ago.