Trader / Quant Researcher
Experienced — own alpha and a verifiable live track record · Full-time
The Trader / Quant Researcher role at QiCAP is for someone who already has their own alpha and can evidence it. This is not a seat where you are handed a signal to maintain: we are looking for researchers and traders who have designed a systematic strategy, coded it, run it in live markets, and can show what it returned. That evidence matters more here than any other credential, so the application asks for it directly — assets under management across the last three financial years, annualised return, Sharpe, and Calmar, alongside an account of the signal, its universe, its capacity, and its risk controls. We are frequency-agnostic: high-frequency, mid-frequency, and lower-frequency approaches are all of interest, across equities, futures, options, FX, commodities, fixed income, and crypto. What we care about is that you understand precisely why your strategy works and, just as important, where it breaks.
What you’ll own
- Research, build, and run systematic strategies end to end, from signal to live execution
- Own the performance and risk of what you deploy, with the discipline that implies
- Articulate the economics behind a signal — its universe, capacity, decay, and failure modes
- Work with engineering to turn research into robust production implementations
- Bring rigour to backtesting, validation across regimes, and post-trade analysis
What we look for
- Your own systematic alpha, with a verifiable live track record
- Evidence you can share: AUM across the last three financial years, annualised return, Sharpe, and where available Calmar
- Hands-on ability to code your own strategies — commonly C++, Python, or kdb/q
- Experience in one or more of equities, futures, options, FX, commodities, fixed income, or crypto, at any frequency
- A clear-eyed account of where your strategy stops working and why