Senior Quantitative Strategist

Job Description

Role Overview Senior Quantitative Strategist - Quantitative Research We are looking for a Senior Quantitative Strategist to play a foundational role in our investment division. You will help determine the research architecture, data and validation standards, strategy-development process, portfolio construction framework and risk-management practices. You will own meaningful parts of the first generation of systematic strategies and help create the operating system future team members will use. This role suits a practitioner who combines quantitative depth with practical judgment, software discipline and clear communication. You should be comfortable building in an early-stage environment, explaining uncertainty, rejecting attractive but fragile results and partnering directly with the founding team and engineers. What you will do Key Skills - Python - statistics - probability - time-series modelling - cross-sectional modelling - experimental design - empirical finance - portfolio construction - risk-adjusted performance - drawdown - benchmark selection - exposure management - implementation costs - U.S. equity alpha research - factor models - event-driven signals - alternative data - market microstructure - Listed equity options - Greeks - implied volatility - open interest - volume - spreads - slippage - options-flow interpretation - ML methods for tabular and sequential market data - feature stability - calibration - explainability - model monitoring - Research platforms - experiment tracking - cloud infrastructure - APIs - live strategy monitoring - setting up or leading research - code review - model governance standards

Required Skills

['Python', 'statistics', 'probability', 'time-series modelling', 'cross-sectional modelling', 'experimental design', 'empirical finance', 'portfolio construction', 'risk-adjusted performance', 'drawdown', 'benchmark selection', 'exposure management', 'implementation costs']

Additional Information

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