Quant Desk Lead and Portfolio Manager

We are looking for a Quant Desk Lead and Portfolio Manager to lead the systematic quant desk across both funds. This is not a pure research role the person will own the book the research platform execution risk monitoring and P&L.

Systematic quantitative is the largest allocation across our need someone who can bring live strategies validate them properly and move from research to production in weeks not quarters.

Responsibilities

• Lead the quant desk and run its book across both funds
• Own P&L position sizing execution hedging leverage and exposure within the risk policy
• Research build test and deploy systematic strategies into live trading
• Own the research platform end to end: data ingestion backtesting execution and live risk monitoring
• Set the standard for realistic backtesting including fees funding slippage fills turnover and capacity
• Decide what brings the existing statistical arbitrage sleeve live or what should replace it
• Report weekly on performance risk and attribution to the CIO and Risk Manager

Requirements

• Live track record running market-neutral long-short statistical arbitrage funding arbitrage or cross-exchange arbitrage strategies with real capital
• Experience with systematic / code-based trading not only discretionary or long-only strategies
• Verifiable performance net of realistic trading costs
• Strong understanding of crypto derivatives: perpetual futures funding liquidation dynamics margin and risk
• Full-stack ownership from data to execution: strong Python in production not only research notebooks
• Strong validation discipline: out-of-sample testing walk-forward testing multiple-testing correction
• Ability to assess whether an edge survives turnover fees spreads slippage and capacity constraints
• Comfortable being the sole owner of the desk at the outset without a research team behind them

Nice to Have

• MSc or PhD in mathematics finance computer science or another STEM field
• Portfolio management experience across crypto equities and options
• Market-neutral or multi-manager pod experience
• Cross-exchange collateral management experience
• Familiarity with DeFi market structure tokenized securities AI and robotics equities

What we offer:

• Existing infrastructure: multi-exchange data pipelines historical data signal library backtesting engine execution and monitoring on Google Cloud
• Licensed fund structure with independent monthly NAV and independent Risk Manager
• Self-custody through an MPC wallet
• Short decision chain and a fast route from strategy production to live capital

Compensation:

The role combines a competitive fixed component with direct participation in the performance of the book:

• Fixed compensation
• The PM receives 20% of P&L above an 11% annual hurdle after the desks own costs
• The incentive is subject to a high-water mark and loss carry-forward aligning compensation with sustained rather than one-period performance
• 50% of the performance award is paid on determination with the remaining 50% deferred for twelve months and subject to clawback

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