Senior Quantitative Researcher / Portfolio Manager - Futures

Qenexus is partnering with a leading global systematic trading team to grow an intraday macro team in London. The team lead has already made a first hire and is now adding a senior Futures Researcher or Portfolio Manager to drive the next phase of the build.

This is an opportunity to join a small, senior team early, with real influence over research direction, strategy design and how the team scales. You will have the platform’s infrastructure, data and capital behind you, combined with the autonomy of a newly formed group.

The Role:

• Research, develop and run systematic futures strategies at intraday to mid-frequency horizons, including overnight positions.
• Generate and refine alpha across liquid futures markets, spanning rates, FX, equity indices and commodities.
• Work closely with the team lead and existing researcher to shape the team’s research agenda and strategy roadmap.
• Partner with technology and execution specialists to take strategies from research into production.
• For PM-level candidates, take ownership of a book within the team’s framework.

Requirements:

• 5+ years in systematic futures research or portfolio management on the buy side or a proprietary/electronic trading desk.
• A demonstrable track record of profitable, fully automated strategies in futures markets (CME, Eurex, ICE or equivalent).
• Deep experience in alpha generation, signal research and portfolio construction.
• Strong programming in Python and C++; comfortable in a Linux environment with version control.

For more information or to arrange a confidential discussion, reach out to our director, Tom via [email protected]