Quantitative Research Manager

Responsibilities

• Research and develop methods to make existing trading signals more efficient, profitable and robust
• Research and develop new signals that trade futures and FX markets that complement and diversify production strategies in terms of style, source of alpha and markets traded
• Research and develop portfolio construction and optimization methods to maximize performance while controlling risk, drawdowns and trading cost
• Enhance the scalability and flexibility of portfolios to accommodate bespoke investment needs of clients
• Follow robust research and development procedures to reduce differences between simulated and actual performance
• Work collaboratively in a research team environment, using common development tools to facilitate robust implementation of research as well as production versions of trading systems
• Interact with other departments – technology, operations, trading, marketing, and accounting – to ensure current and proposed ideas are implemented, monitored and executed efficiently and accurately
• Regularly present findings and ideas to management and investment committee
• Complete other projects as requested by senior management

Requirements

• PhD or MS in a quantitative field
• 7+ years related experience in systematic trading on the buy side, primarily targeting futures and FX, but also open to sovereign credit, options, and OTC markets
• Knowledge in short-term/intraday systematic trading strategies is desired
• Advanced programming experience in languages suited for quantitative research and strategy implementation
• Ability to synthesize complex topics into easily digestible written commentary
• Strong communication skills – both written and verbal
• Experience managing a team of quantitative researchers is a plus