Quantitative Trader/Portfolio Manager
Quantitative Trader/Portfolio Manager
Portfolio Managers & Quantitative Traders - Hedge Fund | Independent Trading
Location: New York, NY / Remote
Type: Full-Time | Hedge Fund
I am partnered with a leading multi-strategy hedge fund that is actively seeking portfolio managers and quantitative traders looking to transition their strategies or existing books into an institutional environment. This is an opportunity for experienced traders to access substantial firm capital, best-in-class infrastructure, and institutional-grade resources while maintaining full autonomy over their strategies.
My client is looking for candidates with a proven track record of alpha generation across equities, futures, fixed income, FX, commodities, or other asset classes. The ideal candidate will have a systematic, discretionary, or hybrid approach with scalable and repeatable trading strategies.
What You'll Do
- Deploy and manage capital independently while leveraging the firm's infrastructure and trading ecosystem
- Develop and refine existing strategies with access to deep liquidity, world-class data, and execution capabilities
- Optimize trade execution and risk management using cutting-edge technology and proprietary analytics
- Collaborate with other top-tier traders, researchers, and quants to enhance performance and signal generation
- Maintain and improve proprietary models to adapt to evolving market conditions
Who My Client is Looking For
Portfolio Managers
- 3+ years of experience managing an independent or institutional trading book
- Demonstrated history of consistent risk-adjusted returns with a well-defined investment process
- Strong understanding of portfolio construction, execution, and risk management principles
- Experience with discretionary, systematic, or hybrid strategies
- AUM transfer potential is a plus but not required
Quantitative Traders
- Proven PnL track record and experience in building and executing systematic or algorithmic trading strategies
- Strong quantitative background with experience in statistical modeling, machine learning, or alpha signal research
- Proficiency in Python, C++, R, or other programming languages used in strategy development
- Ability to optimize and scale strategies using institutional-grade infrastructure
Why Join This Firm
- Significant Capital Allocation - Access to institutional funding to scale and optimize strategies
- Competitive Payout Structure - Transparent and performance-driven compensation model
- Best-in-Class Infrastructure - Advanced data analytics, low-latency execution, and proprietary risk management tools
- Independence with Institutional Support - Full control over trading while benefiting from a hedge fund platform
- Collaborative Environment - Work alongside elite portfolio managers, quantitative researchers, and engineers
FAQs
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