Platinum & Partners is working with a leading multi-manager hedge fund directly hiring systematic equity Portfolio Managers into dedicated pods in 2026. This is a permanent employment opportunity, not an SMA, capital raise or external allocation.

A genuine seat is available with immediate capital deployment from day one.

The opportunity:

• Dedicated pod structure with full P&L ownership
• Initial book size $100m–$500m dependent on track record
• Full technology and infrastructure support from day one
• Competitive payout ratio, top-tier economics
• Established pod teams also considered
• New York, Greenwich/Connecticut or London based

What is required:

• Verified live track record, minimum 3 years running systematic equity strategies
• Sharpe ratio of 1.5 or above across full track record
• Experience running or co-running a book of $100m or above
• Strategy focus: statistical arbitrage, equity market neutral, factor or similar
• Strong risk management discipline, drawdown controls essential

What this is not:

• A role for candidates without a verified live track record
• Open to discretionary PMs looking to transition into systematic
• An SMA, separately managed account or external allocation

Absolute discretion guaranteed.

Platinum & Partners is representing a New York-based Systematic Hedge Fund seeking a Quantitative Portfolio Manager to deploy scalable systematic strategies.

The fund trades equities, futures and cross-asset products using data-driven models.

Role Overview

• Own alpha sleeve within systematic framework

• Deploy production-ready strategies

• Optimise portfolio construction

• Collaborate with quant research & engineering

Requirements

• Proven systematic track record

• Strong statistical modelling

• Python / C++ expertise

• Experience within institutional hedge fund environment

Platinum & Partners is a specialist Hedge Fund Recruitment Firm focused on Portfolio Manager hiring, Investment Analysts, Quantitative talent and senior front office professionals across London, Europe, the Middle East and the United States.

A leading multi-strategy hedge fund with a strong systematic equities franchise is looking to hire an experienced Portfolio Manager to run an alpha-generating book within their systematic equities pod. This is a high-autonomy role with meaningful capital allocation from day one, sitting alongside a team of elite quant researchers and developers.

The Role

You will own a systematic equities portfolio with full P&L accountability, drive signal development in collaboration with the research team, and contribute to the ongoing evolution of the fund's systematic edge. The firm offers significant upside through a competitive carry and bonus structure.

• Run a live systematic equities book with dedicated capital
• Drive alpha research across factor-based and statistical strategies
• Collaborate with quant researchers on new signal generation
• Own the full portfolio construction and risk management process
• Contribute to strategy scaling and capacity management

Candidate Profile

• Proven track record as a PM or senior systematic trader at a hedge fund, prop desk or asset manager
• Deep expertise in equity systematic strategies — stat arb, factor models, market neutral
• Strong quantitative background; comfortable with Python or similar
• Demonstrable alpha generation with risk-adjusted performance record
• London-based or willing to relocate

Compensation

Highly competitive base, discretionary bonus and carry. Structure aligned to long-term PM partnership model.

We are retained to add a Systematic FX & Rates Portfolio Manager to a leading multi-strategy platform's systematic business. The seat comes with dedicated capital, central risk, data and execution infrastructure and the freedom to run a diversified, scalable systematic book across G10 and EM currencies, government bond futures, swaps and rates options.

The role

• Run a systematic FX, rates, or combined FX-and-rates strategy with full P&L ownership
• Research, validate and deploy new alpha signals (carry, value, momentum, term-structure, curve, cross-asset relative value)
• Manage portfolio construction, turnover, risk and capacity within platform drawdown limits
• Work with in-house quant researchers, developers and execution on cost and market-impact
• Build and mentor a small team over time where the track record supports it

What we are looking for

• A verifiable, live track record in systematic FX and/or rates (ideally 3+ years of real P&L) with a strong net-of-cost Sharpe ratio and controlled drawdowns
• Medium-frequency or intraday horizons across liquid G10 or EM instruments; a clear view of capacity and decay
• Strong research process in Python, with experience taking strategies into production
• Background in a systematic macro fund, multi-strategy pod, CTA or bank prop.
• Strong risk discipline and the ability to explain where the edge fails

Not a fit: sell-side flow or market-making desks without a proprietary systematic track record; strategies that cannot run within strict platform drawdown limits.

Platinum & Partners is working with a proprietary trading firm specialising in systematic and high-performing discretionary strategies across global futures markets. The firm combines advanced quantitative research, sophisticated execution infrastructure and a genuinely entrepreneurial culture — and they are now hiring Futures Systematic Portfolio Managers across three locations: London, Chicago and New York.

This is a PnL-split model, not a salary seat. The firm offers up to 50% of the PnL you generate, low clearing and exchange fees, and CME 106J membership access — a structure designed to put exceptional traders in the best possible position to earn at the level their performance warrants.

THE ROLE

• Design and run fully systematic trading strategies across CME, EUREX and ICE futures - cash-settled, commodity and related instruments
• Manage intraday and short-term systematic strategies, typically holding positions intraday or up to five days
• Generate and refine alpha from exchange and derived market data; continuously optimise signal quality and strategy performance
• Operate within the firm's risk framework — strong personal discipline around risk controls is expected
• Integrate strategies directly with the firm's proprietary trading infrastructure, built for ultra-low latency and global exchange connectivity
• Work in a fast-moving, technology-first environment where you own your book and your results

WHAT THEY ARE LOOKING FOR

• 3+ years of systematic or quantitative trading experience at a proprietary trading firm or hedge fund, focused on CME, EUREX or ICE futures; FX also considered
• Proven track record of generating profitable, systematic strategies with strong risk-adjusted returns
• Proficient in Python or C++ for strategy development, backtesting and infrastructure integration
• Strong understanding of risk controls, market microstructure and where applicable regulatory compliance
• Open to both established HFT and MFT traders, and to high-calibre discretionary traders with a genuine appetite to transition to a systematic approach
• Entrepreneurial mindset — comfortable operating with autonomy in a lean, high-impact environment

WHY THIS ROLE

• Up to 50% PnL split — one of the strongest structures available in the prop trading market
• Low clearing and exchange fees, plus CME 106J membership — the firm actively reduces the friction that eats into trader returns
• Proprietary platform with plug-and-play access to major global exchanges — you focus on alpha, not infrastructure
• Three locations — London, Chicago and New York — with hybrid working flexibility
• Agile, startup-style environment: decisions get made quickly, bureaucracy is minimal, and talented people are given real ownership
• Firm is committed to continuous development — this is a place where strategies and careers can genuinely scale

ABOUT PLATINUM & PARTNERS

Platinum & Partners is the specialist quant and systematic executive search firm. Retained and exclusive mandates only. All candidate conversations handled in complete confidence — we never circulate your CV without your explicit permission.

Contact Tabby Kaan: tabby@platinumandpartners.com | +44 203 941 9113

We've been mandated exclusively to source capital-allocated portfolio managers for a proprietary trading firm building a systematic platform. This is not employment — it's a capital partnership.

You'll trade the firm's capital in their accounts, under their risk framework, with quarterly distributions. The firm handles operations, risk management and infrastructure. You focus on what you do best: trading.

WHO WE'RE LOOKING FOR

• 10+ years of live trading experience (20+ preferred)
• Genuine HFT / electronic market-making background — proprietary (not broker-provided) low-latency infrastructure, direct exchange connectivity or colocation experience, and high-performance C++ or equivalent systems
• Pod-trained background from top-tier systematic shops: hedge funds or prop trading houses — firm structure doesn't matter, the quality and scale of the platform you've built or traded on does
• Audited, live P&L — not backtests, simulations, or pro-forma results
• Very short-horizon systematic trading — market making, electronic liquidity provision, or sub-second/intraday strategies across FX, global futures, crypto
• Clean IP ownership — signal library and execution stack are yours (or portable)
• Genuinely portable edge — your strategy works on your terms, not dependent on your current employer's proprietary infrastructure or risk framework
• Open to an allocated book model — not looking to raise your own AUM or manage external investors
• You can work remotely — not a problem, globally

WHAT MAKES YOU A FIT

✓ Attributable personal P&L (not a team's desk, not co-managed)

✓ Systematic and repeatable edge, not discretionary

✓ Real experience with proprietary low-latency infrastructure and direct market access — not third-party platforms or broker APIs

✓ Track record across multiple market cycles

✓ Comfortable operating under capital-constrained trading and institutional risk frameworks

✓ Open to scaling capital on a platform, not solely focused on raising external AUM

THE STRUCTURE

Capital: $10–50M initial allocation, with scope to scale for exceptional strategies

P&L Participation: 40% of attributable P&L, after direct costs (capital charge, brokerage, exchange fees, data, strategy-specific infrastructure)

Distributions: Quarterly

Capital Charge: Annual charge on committed capital — a direct cost, deducted before the profit pool

Full economics, including a worked example, shared once we've had an initial conversation.

WHAT WE NEED FROM YOU

• Your track record (monthly returns, net Sharpe ratio, max drawdown, current AUM)
• Strategy overview (asset classes, timeframes, edge type, and the infrastructure it runs on)
• Current situation and timeline (when could you start trading live capital?)

Platinum & Partners is working with a leading multi-strategy hedge fund expanding its systematic equities business across Asia. The firm is hiring Portfolio Managers to run dedicated systematic pods trading Asian equity markets, based in Hong Kong or Singapore. This is a permanent employment opportunity with immediate capital deployment, not an SMA or external allocation.

The opportunity

• Dedicated pod with full P&L ownership across Japan, Asia ex-Japan, China A-shares (via Connect), Australia, Korea and Taiwan
• Initial capital of $100m–$300m depending on track record, with scope to scale
• Full access to the platform's data, execution and risk infrastructure from day one
• Budget to hire quant researchers and developers into the pod
• Established teams considered

What is required

• Verified live track record of 3+ years running systematic equity strategies in Asian markets
• Sharpe of 1.5+ across the full track record with disciplined drawdown control
• Strategy focus: stat arb, equity market neutral, factor, quantamental or mid-frequency signals
• Deep knowledge of Asian market microstructure, short-sale constraints and borrow
• Python / C++ or KDB+/q research capability

What this is not

• A seat for discretionary PMs transitioning to systematic
• A role for candidates without an attributable live track record

Absolute discretion guaranteed.

Location: Hong Kong, Singapore (Dubai considered for the right team)

Compensation: Highly competitive — base + P&L share (10–20% of net P&L above hurdle)

We've been mandated exclusively to source capital-allocated systematic traders for a proprietary trading firm building a systematic platform. This is not employment — it's a capital partnership.

We're specifically looking for exceptional risk-adjusted returns, not scale. If your strategy has a very high Sharpe and tightly controlled drawdowns but only deploys $1–5M, that's exactly who this is for — capacity will never be held against you.

You'll trade the firm's capital in their accounts, under their risk framework, with quarterly distributions. The firm handles operations, risk management and infrastructure. You focus on what you do best: trading.

WHO WE'RE LOOKING FOR

• A live, audited track record of exceptionally high Sharpe and low, well-controlled drawdowns — not backtests, simulations, or pro-forma results
• Genuine HFT / electronic market-making or very short-horizon systematic experience — proprietary (not broker-provided) low-latency infrastructure, direct exchange connectivity or colocation, and high-performance C++ or equivalent systems are a strong plus
• Short-horizon / HF or intraday systematic strategies — market making, electronic liquidity provision, or directional strategies across FX, global futures, crypto
• Consistent, personally attributable P&L — this can be a small, capacity-constrained book and still be exactly what we want
• Clean IP ownership — signal library and execution stack are yours (or portable)
• Genuinely portable edge — your strategy works on your terms, not dependent on your current employer's leverage, infrastructure or risk framework
• Open to an allocated book model — not looking to raise your own AUM or manage external investors
• You can work remotely — not a problem, globally

WHAT MAKES YOU A FIT

✓ Attributable personal P&L (not a team's desk, not co-managed)

✓ Systematic and repeatable edge, not discretionary

✓ Sharpe and drawdown that stand out even if absolute capacity is limited

✓ Real experience with proprietary low-latency infrastructure or direct market access is a plus, but not a hard requirement — the numbers matter most

✓ Track record across multiple market cycles

✓ Comfortable operating under capital-constrained trading and institutional risk frameworks

THE STRUCTURE

Capital: sized to your strategy's genuine capacity — small allocations are fine where the risk-adjusted profile justifies it

P&L Participation: 40% of attributable P&L, after direct costs (capital charge, brokerage, exchange fees, data, strategy-specific infrastructure)

Distributions: Quarterly

Capital Charge: Annual charge on committed capital — a direct cost, deducted before the profit pool

Full economics, including a worked example, shared once we've had an initial conversation.

WHAT WE NEED FROM YOU

• Your track record (monthly returns, net Sharpe ratio, max drawdown, current realistic capacity)
• Strategy overview (asset classes, timeframes, edge type, and the infrastructure it runs on)
• Current situation and timeline (when could you start trading live capital?)
• 
  

HFT / Systematic Trader

Our client is a technology-driven proprietary trading firm specialising in high-frequency market making across digital asset markets. The team combines deep expertise in systematic trading, quantitative research and high-performance engineering to operate at scale across the world's major cryptocurrency exchanges.

The culture is flat, intellectually rigorous and fast-moving — engineers, researchers and traders work side by side, and your work has a direct, measurable impact on performance. The firm is headquartered in Dubai and is actively expanding.

The Role

We are looking for an experienced Trader to join the trading desk and take ownership of live crypto trading strategies. You will manage, tune and improve high-frequency market-making and systematic trading systems — a hands-on role for someone who has done this at a tier-1 firm and wants to operate in a fast-moving, technically driven environment where your decisions directly impact P&L.

This role is based in Dubai. Candidates must be willing to relocate.

Key Responsibilities

• Manage and optimise live algorithmic trading strategies across crypto spot and derivatives markets
• Monitor real-time P&L, position risk and execution quality; intervene when market conditions demand it
• Analyse trading performance data to identify edge improvements, parameter adjustments and new opportunities
• Collaborate with quant research and C++ engineering teams to translate ideas into production strategies
• Develop and maintain risk dashboards and alerting systems
• Evaluate new trading pairs and asset classes for expansion

What We're Looking For

Essential:

• 5+ years of systematic or algorithmic trading experience — candidates MUST have worked at a tier-1 prop trading firm, hedge fund or market maker. Discretionary traders without a systematic background will not be considered
• Hands-on HFT or ultra-low-latency trading experience with deep understanding of market microstructure and order book dynamics
• Proven track record of managing live strategies with direct P&L responsibility
• Strong quantitative skills and proficiency in Python for analysis and strategy prototyping
• Solid understanding of derivatives: futures, perpetual swaps and options

Desirable:

• Crypto or digital asset market experience is a strong plus but not essential — strong systematic/HFT candidates from traditional markets are very welcome
• Familiarity with C++ trading systems and co-located infrastructure
• Experience with funding rate dynamics, basis trading and cross-exchange arbitrage
• Experience building or improving risk management frameworks

What's on Offer

• Highly competitive base salary plus performance bonus directly linked to trading outcomes — full details on application
• Direct ownership of live strategies with measurable P&L impact from day one
• Close collaboration with world-class quant researchers and engineers
• Workations and a high-performance multicultural environment

Must be willing to work in Dubai

A top-tier multi-strategy hedge fund is seeking a Systematic Credit Portfolio Manager to build and run a credit-focused systematic book. This is a rare and high-quality pod PM seat for a quant with genuine live track record in systematic credit strategies.

About the Role:

You will manage a systematic credit strategy encompassing corporate bonds, CDS, and credit indices, with full P&L ownership. You will develop and deploy quantitative signals for credit spread prediction, carry, momentum, and relative value — supported by the platform's world-class research and technology infrastructure.

Key Responsibilities:

• Own and manage a systematic credit book with full P&L accountability

• Develop quantitative signals for corporate credit, CDS, and credit index strategies

• Build systematic factor models for credit markets: carry, momentum, quality, value, and relative value

• Oversee portfolio construction, factor exposure management, and risk within credit strategies

• Collaborate with the rates and macro research teams on cross-asset signal integration

• Work with quant developers to productionise research and deploy strategies at scale

• Engage with risk management on drawdown limits, stress scenarios, and credit-specific risk metrics

Required Experience & Qualifications:

• Verified track record running a systematic credit or fixed income strategy with positive risk-adjusted returns

• 6+ years in systematic quantitative research or portfolio management with a credit or fixed income focus

• Deep knowledge of credit markets: corporate bonds, CDS, credit indices (iTraxx, CDX)

• Strong quantitative background — PhD preferred but exceptional track record considered

• Proficiency in Python; C++ experience a plus

• Ability to operate independently within a pod structure

What We Offer:

• Highly attractive payout structure with meaningful capital allocation

• Full platform support: technology, data, risk, and operational infrastructure

• Access to a deep network of experienced credit and quant professionals across the platform

• Significant capital growth potential for strong performers

Global mandates — New York · Chicago · Greenwich · London · Dubai · India · Hong Kong · Singapore

We are retained by several top-tier hedge funds and multi-strategy platforms building out their systematic and quantitative capability across the US, EMEA and Asia. These are live, funded mandates with genuine urgency behind them.

We are hiring across four areas:

Portfolio Managers — individuals and pods. Alpha-generating systematic and quant PMs with a verifiable live track record. We are mandated on both single hires and full team lift-outs, and our clients are equipped to move quickly on an established pod.

Quantitative Researchers. Signal research, alpha generation, portfolio construction and machine learning, across cash equities, futures, options and credit.

Quantitative Developers. Research infrastructure, backtesting frameworks, execution systems and production trading platforms.

Software and Systems Engineers. Low-latency and mid-frequency trading systems, exchange connectivity, market data and production engineering.

What our clients are looking for

• Portfolio Managers: a verifiable live track record, meaningful capital managed, consistent profitability and a strategy with demonstrable capacity to scale
• Researchers, developers and engineers: a minimum of five years within a systematic or quantitative environment, with real production or live-trading exposure
• Current or recent experience at a hedge fund, multi-strategy platform, proprietary trading firm or market maker
• Strategies you can move cleanly, without contractual or intellectual property complications
• A genuine intention to move — these are serious processes and our clients engage seriously

We are not the right firm for candidates exploring the market casually, and we are not working on volume roles.

What is on offer

Substantial capital allocation with a clear path to scaling. Institutional-grade research, data and execution infrastructure. Compensation structures at the top of the market, built to reward compounding rather than a single good year. And for established teams, the support to move as a unit.

Discretion

Every conversation is confidential. Nothing is shared with any client without your explicit consent. If you are exploring quietly, an initial call carries no obligation and no exposure.

Platinum & Partners is a specialist systematic and quantitative search firm based in Canary Wharf, London, working exclusively with hedge funds, proprietary trading firms and asset managers.

Platinum & Partners is representing a US systematic hedge fund hiring a Portfolio Manager to run a systematic macro book across global futures and FX. The fund wants differentiated, diversifying return streams that complement classic trend.

The opportunity

• Own a systematic macro sleeve across rates, FX, equity index and commodity futures
• Capital of $100m–$500m depending on track record and capacity
• Institutional data, execution and risk infrastructure from day one
• Scope to bring or build a small research team

What is required

• 5+ years of verified live P&L running systematic macro, CTA or managed-futures strategies
• Strategy focus: trend plus alternative signals — carry, value, macro-fundamental, nowcasting, cross-asset RV
• Sharpe of 1.0+ over a full cycle with documented crisis-period behaviour
• Track record at a systematic hedge fund, multi-manager or CTA
• Python / C++ / KDB+/q research and production capability

What this is not

• A seat for discretionary macro PMs
• An SMA, seed or external allocation

Absolute discretion guaranteed.

Platinum & Partners is mandated by a global multi-strategy hedge fund building out its systematic commodities franchise. The firm is hiring a Portfolio Manager to run a systematic commodities book across energy, metals and agriculturals, with pod economics and full platform support.

The opportunity

• Own a systematic commodities book with full P&L responsibility
• Initial capital of $50m–$250m depending on track record and capacity
• Access to fundamental, weather, shipping/flows and alternative datasets alongside market data
• Dedicated research and data engineering support; budget to build a team
• London, New York or Geneva based

What is required

• 3+ years of verified live P&L running systematic commodity strategies
• Strategy focus: term-structure/carry, curve RV, cross-commodity spreads, fundamental-systematic or short-horizon futures
• Sharpe of 1.2+ with low correlation to traditional CTA trend
• Strong grasp of physical market drivers, roll mechanics and delivery constraints
• Python / C++ / KDB+/q research and production experience

What this is not

• A discretionary physical trading seat
• Open to candidates relying on backtests alone

Absolute discretion guaranteed.

Location: London, New York, Geneva

Platinum & Partners is working with an institutional quantitative fund expanding into digital assets. The firm is hiring a salaried Portfolio Manager to run a systematic crypto book on its own capital, based in Dubai or Singapore.

The opportunity

• Own a systematic digital-assets book with full P&L responsibility
• Initial capital of $20m–$100m, scaling with performance
• Connectivity to major centralised venues and perpetual/futures/options markets; institutional custody and risk
• Engineering support for execution and data; scope to hire a researcher

What is required

• 2+ years of verified live P&L running systematic crypto strategies, ideally with prior TradFi quant experience
• Strategy focus: mid-frequency stat arb, funding/basis and carry, cross-venue RV, or crypto options/vol
• Sharpe of 2.0+ with strong counterparty, venue and liquidity risk discipline
• Python / C++ / Rust; experience with exchange APIs and on-chain data a plus

What this is not

• A discretionary or token-picking seat
• A capital-allocation or SMA structure

Absolute discretion guaranteed.

Location: Dubai (UAE), Singapore

One of the most respected multi-strategy quant hedge funds globally is adding a Systematic Portfolio Manager to an elite team. The fund is specifically targeting PMs with a demonstrable, risk-adjusted alpha track record across at least one major asset class equity, rates, FX or commodities within a systematic framework.

What Sets This Opportunity Apart:

This is not a speculative hire. The fund has capital to allocate immediately and will move quickly for a PM who can clearly evidence their edge. You will operate as a fully independent portfolio manager within a multi-strategy structure, supported by world-class infrastructure, data and technology.

The Role:

• Manage an allocated systematic portfolio with full discretion over signal, construction and execution decisions

• Develop and own the research pipeline for your strategy: alpha generation, risk and execution

• Deliver consistent, diversifying alpha with a disciplined, repeatable process

• Collaborate with the central quant research and technology platform

• Manage a small team of researchers and developers within your pod

• Regular performance review and research presentation to the CIO and risk committee

Required Profile:

• 6–15 years of systematic investment experience with direct PM or co-PM responsibility

• Verifiable alpha track record: minimum Sharpe of 1.2+ on a meaningful AUM for 2+ years live

• Expertise in one or more of: equity factors, CTA/trend, macro systematic, stat arb or derivatives

• Ability to discuss strategy performance at signal, factor and portfolio construction level

• Advanced quantitative background — PhD strongly preferred

• Experience at a multi-manager platform (Millennium, Citadel, Balyasny, ExodusPoint, Schonfeld or equivalent) is a significant advantage

Compensation:

• Top-of-market compensation: base, P&L share and long-term incentives

• New-money allocation on joining

Platinum & Partners is working with a leading systematic hedge fund seeking a Portfolio Manager to run a dedicated volatility and options book. The fund is adding derivatives-based alpha that diversifies its existing equity and futures strategies.

The opportunity

• Run a systematic options/volatility book with full P&L ownership
• Initial risk allocation sized to track record, with a clear path to scale
• Access to full options chains, intraday surfaces and execution across listed equity index, single-stock and futures options
• Quant research and engineering support; scope to hire

What is required

• 3+ years of verified, attributable live P&L in systematic or semi-systematic options/volatility strategies
• Strategy focus: volatility risk premium, dispersion/correlation, term-structure and skew RV, event vol or cross-asset vol
• Strong Greeks, tail-risk and liquidity management; drawdown discipline through stress periods
• Sharpe of 1.5+ with documented behaviour in vol spikes
• Python / C++ and experience building vol surface and pricing tools

What this is not

• A sell-side flow or market-making seat
• A seat for candidates with backtests only

Please only apply if you have suitable experience.

Platinum & Partners is retained by a top-tier global hedge fund to identify an exceptional Quantitative Researcher for a fast-growing, collaborative and entrepreneurial systematic macro team. This is a high-impact research role working directly alongside a Senior Portfolio Manager on systematic futures and FX strategies — with a specific focus on intraday and medium-frequency alpha, holding periods from minutes to hours.

The team is growing and the role offers significant career development for the right candidate. The firm will accommodate notice periods of up to twelve months, though there is a strong preference for candidates who can start sooner.

THE ROLE

• Work closely with the Senior Portfolio Manager to develop systematic macro strategies across futures and FX — from idea generation and data preprocessing through to backtesting, implementation and ongoing monitoring
• Research and develop alpha signals with a focus on intraday systematic macro strategies — liquidity-taking rather than liquidity-providing approaches
• Independently explore new alpha ideas while contributing to a genuinely collaborative team research environment
• Contribute to and enhance the internal research platform: data pipelines, statistical learning tools, alpha analytics and backtesting frameworks
• Apply creativity and rigorous quantitative analysis in equal measure — out-of-the-box thinking is actively valued here

WHAT THEY ARE LOOKING FOR

• 5+ years of quantitative research experience focused on systematic macro strategies, with exposure to intraday MFT approaches
• Experience with intraday systematic macro strategies — holding periods from minutes to hours; liquidity-taking strategies preferred over liquidity-providing
• Hedge fund alpha research experience across commodities, FX, equity or bond futures
• Strong Python; solid experience with data analytics libraries — Pandas, SciPy, NumPy, Polars or equivalent
• Familiarity with sophisticated research and trading infrastructure
• Experience developing DMA algos, simulators or working with market microstructure data is a meaningful plus
• Strong research rigour combined with genuine intellectual creativity — this team values both

WHY THIS ROLE

• A top-tier global hedge fund — the infrastructure, data access and intellectual environment to work on the hardest problems in systematic macro
• Direct collaboration with the Senior Portfolio Manager — you will be in the room where strategy decisions are made, not producing research in isolation
• Fast-growing, entrepreneurial team: the culture is collaborative and the opportunities for career growth are real and near-term
• Intraday systematic macro is one of the most technically demanding and intellectually rich areas of quant finance — this is a role for someone who wants to be at the frontier
• Global location flexibility considered alongside New York
• Base $150,000–$200,000 with a discretionary performance bonus reflecting the firm's Tier 1 position — total compensation is significantly above the base range

ABOUT PLATINUM & PARTNERS

Platinum & Partners is the specialist quant and systematic executive search firm. Retained and exclusive mandates only. All candidate conversations handled in complete confidence.

Platinum & Partners is retained by a top-tier global hedge fund to identify a Quantitative Researcher with strong data engineering skills for a newly formed systematic equities pod focused on intraday mean reversion and market microstructure strategies.

This is a hybrid role that sits at the intersection of data engineering rigour and quantitative research creativity. You will build and own the research data infrastructure — and use it to develop, backtest and deploy trading signals directly into the production trading engine. You will work directly with the Portfolio Manager, turning raw market data into actionable alpha. The firm wants someone who can start as soon as possible.

THE ROLE

• Build and maintain the research data pipeline: ingestion, cleaning, normalisation and storage of tick-level and minute-bar equity data
• Design and implement a high-performance research environment using Python and Polars for interactive analysis of large datasets
• Develop, backtest and validate intraday alpha signals using statistical methods and classical machine learning — Lasso, Ridge, tree-based models
• Perform feature engineering on market microstructure data: order flow, spread dynamics, volume profiles and cross-sectional patterns
• Build automated backtesting frameworks with realistic transaction cost modelling and slippage estimation
• Collaborate with the C++ developer to publish validated signals into the production trading engine
• Monitor live signal performance, detect regime changes and maintain signal quality over time
• Document research findings, maintain reproducible research notebooks and contribute to the team knowledge base

WHAT THEY ARE LOOKING FOR

• Bachelor's or Master's degree in Mathematics, Statistics, Physics, Computer Science, Financial Engineering or a related quantitative field
• 3+ years of experience in a quantitative research or data-intensive role at a buy-side or sell-side firm
• Strong Python: deep proficiency in Polars, Pandas, NumPy and SciPy
• Solid understanding of statistical methods: regression, time-series analysis, hypothesis testing and cross-validation
• Strong data engineering instincts: schema design, data quality and pipeline reliability — you take as much pride in the infrastructure as the research
• Familiarity with equity markets, market microstructure and intraday trading dynamics
• Detail-oriented, intellectually curious and comfortable working in a small, fast-moving team
• Experience with tick-level or order-book data is a meaningful advantage
• Familiarity with Apache Arrow, Parquet and columnar data formats is a plus
• Experience with kdb+/q for time-series data is a plus

WHY THIS ROLE

• A top-tier global hedge fund with the data infrastructure and capital to support serious quantitative work
• Newly formed pod — you are building the research data foundation from scratch, with real ownership of what you create
• Direct collaboration with the Portfolio Manager — your signals go straight into live trading, not into a presentation deck
• Intraday mean reversion and microstructure strategies are among the most technically demanding areas of systematic equities
• A genuine hybrid role: equally valued for engineering excellence and research output — rare to find both in one seat
• Base $150,000–$200,000 with a discretionary performance bonus reflecting the firm's Tier 1 position — total compensation is significantly above the base range
• New York City — embedded in the team whose performance depends on what you build

ABOUT PLATINUM & PARTNERS

Platinum & Partners is the specialist quant and systematic executive search firm. Retained and exclusive mandates only. All candidate conversations handled in complete confidence.

Platinum & Partners is retained by a top-tier global hedge fund to identify a Quantitative Specialist for their Execution Services team in New York. This is a rare and broad mandate sitting at the intersection of futures market structure expertise, transaction cost analysis and direct PM consulting — a role that combines deep quantitative rigour with significant internal influence.

The Execution Services team is responsible for trade execution across a wide range of products and geographies, focused on minimising trading costs and execution risk. The successful candidate will be the firm's futures market structure expert — shaping electronic trading capabilities, building TCA infrastructure and advising Portfolio Managers on execution quality across futures, equities and FX.

THE ROLE

• Develop the firm's central futures electronic trading capabilities — partnering with trading technology, the trading desk, the volatility business and Portfolio Managers
• Create a strategic roadmap for the futures central trading product, determining prioritisation with the business and implementation timelines with technology
• Design and maintain the TCA system as it applies to futures — and contribute to cross-asset TCA enhancements across equities, FX and options
• Act as the firm's internal expert on futures market structure: execution mechanics, contract types, booking, clearing, give-ups, margin requirements and position limits
• Consult directly with Portfolio Managers on futures, equities and FX trading — including deep-dive reviews of PM trading performance and slippage
• Help Portfolio Managers identify the best match between the firm's execution infrastructure and their trading style
• Design and implement a process that drills into trading costs across PM groups — identifying and recommending improvements to execution quality
• Develop futures trading data metrics, management reporting and visual analysis tools
• Conduct research, identify patterns and evaluate trends in execution and market structure

WHAT THEY ARE LOOKING FOR

• 5+ years of experience in futures systematic execution, trading or futures quantitative research
• Deep understanding of futures market structure and execution mechanics — outrights, calendar spreads, TAS, BTIC and related contract types; booking, clearing, give-ups, margin and position limits
• Significant experience in TCA and its integration into optimal trading and portfolio construction — cross-asset experience across futures, equities, FX and/or options preferred
• Experience fitting transaction cost and market impact models, including futures-specific nuances
• Familiarity with futures brokers, execution algos and the technical stacks required for different styles of trading
• 5+ years of KDB and Python programming in a quantitative finance setting
• Proficiency in Python data analysis: Pandas, matplotlib and relevant statistical and data science libraries
• Comfortable in Linux environments and with modern development tools including coding agents
• Scientific degree in Mathematics, Computer Science or a related quantitative field
• Exceptional communication skills — the ability to distil complex execution nuances into clear, actionable insights for non-technical stakeholders is critical to this role

WHY THIS ROLE

• A top-tier global hedge fund with the scale, data and trading infrastructure to make this role genuinely impactful
• Rare combination of quantitative depth and internal influence — you are not just building models, you are shaping how the firm's Portfolio Managers trade
• Futures market structure expert for the entire firm — a position with breadth, visibility and direct access to senior stakeholders
• Cross-asset mandate spanning futures, equities and FX — intellectually varied and commercially significant
• New York City — working at the centre of one of the world's leading systematic investment platforms

ABOUT PLATINUM & PARTNERS

Platinum & Partners is the specialist quant and systematic executive search firm.

Platinum & Partners is retained by a top-tier global hedge fund to identify an exceptional Quantitative Researcher for a dynamic, entrepreneurial systematic equities team in New York. You will work directly with the Senior Portfolio Manager across the full alpha research lifecycle — from signal ideation and feature engineering through backtesting, portfolio construction and live implementation.

This is a hands-on, high-impact role. You will own critical components of the alpha research pipeline, develop and validate investment signals, and contribute directly to live portfolio performance. The firm wants someone who can start as soon as possible.

THE ROLE

• Design, develop and maintain systematic equity alpha signals — cross-sectional factor models, alpha capture strategies and execution-focused research
• Build and refine alpha capture frameworks that systematically extract signals from analyst data, earnings calls and alternative data sources
• Develop execution research strategies: trade timing optimisation, transaction cost analysis and market impact modelling
• Conduct in-depth analysis of portfolio performance, risk attribution and signal diagnostics to continuously improve strategy performance
• Evaluate and integrate new data sources, machine learning techniques and NLP tools to enhance the alpha generation process
• Collaborate with quantitative developers to translate research prototypes into production-grade, scalable systems
• Present research findings and strategy proposals directly to the Senior Portfolio Manager and broader team

WHAT THEY ARE LOOKING FOR

• PhD or Master's degree in Mathematics, Statistics, Physics, Computer Science, Engineering, Economics, Finance or a related quantitative field
• 5+ years of professional experience as a quantitative or alpha researcher in a front-office trading environment — hedge fund or prop trading firm
• Demonstrated track record of developing and deploying systematic equity alpha strategies with measurable performance attribution
• Strong Python: NumPy, Pandas, statsmodels, scikit-learn and data visualisation
• Deep understanding of equity markets — market microstructure, factor models, alpha generation and portfolio construction
• Strong foundations in statistics, econometrics, linear algebra and time-series analysis
• Experience with ML and NLP techniques for signal generation: text parsing, sentiment extraction and LLM-based research tools

Particularly valued:

• Experience with systematic equity long/short or market-neutral alpha strategies
• Hands-on experience building alpha capture programmes from analyst or PM positioning data
• Cross-sectional equity signal research, factor development and multi-factor portfolio construction
• Experience with alternative data: web scraping, satellite data, NLP-derived signals
• Familiarity with execution algorithms, trade timing and transaction cost analysis
• Track record of developing signals uncorrelated to existing strategies with a methodical, intuition-driven research approach

WHY THIS ROLE

• A top-tier global hedge fund with the data infrastructure, capital and intellectual environment to support world-class equity research
• Direct collaboration with the Senior Portfolio Manager — your research drives live strategy, not internal reports
• Full ownership of critical components of the alpha pipeline — this is not a support role
• Entrepreneurial, fast-moving team with genuine opportunities for career growth
• The breadth of the mandate spans alpha capture, execution research and cross-sectional signal development — intellectually rich and varied work
• Base $100,000–$200,000 with a discretionary performance bonus reflecting the firm's Tier 1 position — total compensation is significantly above the base range
• New York City — embedded in the team whose performance your research directly affects

ABOUT PLATINUM & PARTNERS

Platinum & Partners is the specialist quant and systematic executive search firm.

Platinum & Partners is retained by a top-tier global hedge fund to identify a Senior Quantitative Researcher for a newly formed team building a mid-frequency systematic equities trading system from the ground up. This is a senior, leadership-oriented mandate — you will work directly with the Senior Portfolio Manager to design and develop the strategy from scratch, shape the research agenda and play a central role in building and mentoring the team around you.

For the right candidate, this is a rare opportunity: the intellectual challenge of greenfield strategy development, the resources of a Tier 1 global fund, and the leadership scope of someone who genuinely owns the research.

THE ROLE

• Research, build and maintain all aspects of the trading system: alpha research, signal construction and combination, portfolio construction and trade optimisation
• Build and maintain the quantitative research ecosystem — data pipelines, backtesting frameworks and tools for evaluating model performance
• Implement robust logging, monitoring and diagnostic processes for the live trading system; drive timely investigation and remediation of issues
• Generate, test and prioritise new research ideas to continuously improve model performance and robustness
• Contribute to the recruitment, mentoring and development of junior team members — actively shaping a rigorous and collaborative research culture
• Partner directly with the Senior Portfolio Manager across the full investment and research process

WHAT THEY ARE LOOKING FOR

• Multiple years of experience working collaboratively on mid-frequency systematic equities trading strategies — this is the core requirement
• Masters or PhD in a quantitative subject — Mathematics, Statistics, Physics, Computer Science or a related field
• Strong Python engineering: NumPy, Pandas, Polars and related libraries; high attention to code quality
• Experience working with large, noisy datasets — data cleaning, feature engineering and validation
• Solid understanding of quantitative finance concepts, statistical analysis and practical applications of machine learning
• Excellent analytical skills and a rigorous, detail-oriented approach to empirical research
• Strong organisational skills and the ability to manage multiple research projects concurrently
• Self-starter with a proactive approach to technical and operational challenges
• Effective communication and collaboration skills — this is a team-building role as much as a research role
• Creativity and genuine intellectual curiosity — out-of-the-box thinking is valued here

WHY THIS ROLE

• A top-tier global hedge fund with the data, infrastructure and capital to build a world-class systematic equities platform
• Greenfield mandate: you are designing the strategy, the research framework and the team from scratch — not inheriting a fixed system
• Senior scope with genuine leadership responsibility — shaping the research agenda and mentoring the team you help build
• Direct partnership with the Senior Portfolio Manager across every aspect of the investment process
• Significant career growth potential: this is a foundational role in a new and growing team at one of the industry's most respected funds
• Highly competitive total compensation reflecting both the seniority and the impact of this position

ABOUT PLATINUM & PARTNERS

Platinum & Partners is the specialist quant and systematic executive search firm.

Platinum & Partners is retained by a top-tier global hedge fund to identify an Applied Machine Learning Quantitative Researcher for a small, highly collaborative team based in the Chicago area. The team is focused on building and evaluating sophisticated predictive models applied to short and mid-term strategies across futures, FX and equity markets.

This is a hands-on research role where you will navigate the full alpha research process — from model design and backtesting through to productionisation — combining rigorous scientific methodology with genuine financial intuition.

THE ROLE

• Conduct quantitative research alongside the Portfolio Manager and senior quantitative researchers to create, refine, backtest and productionise machine learning and statistical models
• Combine financial insight with machine learning techniques to explore, analyse and harness a wide variety of datasets
• Apply a rigorous scientific approach to design and evaluate sophisticated predictive models — both classical statistical methods and nonlinear machine learning approaches
• Stay current on state-of-the-art ML technologies, technical libraries, computing environments and academic research
• Collaborate across books and engage with the full investment process — portfolio construction, risk management and strategy implementation

WHAT THEY ARE LOOKING FOR

• Advanced degree in a technical or quantitative discipline with a specialisation in Machine Learning — strong academic background required
• Solid hands-on experience building and evaluating predictive models using popular ML, deep learning and statistical Python packages
• Experience applying models to short-term and mid-term strategies in futures, FX or equity markets is strongly preferred
• Excellent analytical, quantitative and communication skills
• Linux operating system experience
• C++ and Boost libraries experience is a plus
• Experience with distributed computing environments is a plus
• Knowledge of numerical optimisation and scientific computation is valued
• Publications in top machine learning or statistics journals and conferences are a significant advantage

WHY THIS ROLE

• A top-tier global hedge fund with the data, infrastructure and capital to support serious ML research
• Small, collaborative team — direct access to the Portfolio Manager and senior researchers, real ownership of your work
• Full alpha research lifecycle: from model ideation through to live production — not a narrow, siloed research function
• Applied focus: the emphasis is on models that work in live markets, not academic exercises
• Chicago area — a leading hub for systematic and quantitative trading talent
• Strong compensation package reflecting the firm's Tier 1 position

ABOUT PLATINUM & PARTNERS

Platinum & Partners is the specialist quant and systematic executive search firm.

Platinum & Partners is retained by a top-tier global hedge fund to identify a mid-level Quantitative Researcher for a small, collaborative and entrepreneurial systematic investment team in London focused on credit and macro strategies. You will work directly alongside the Senior Portfolio Manager in a fast-paced, intellectually rigorous environment, with genuine impact from day one.

Prior experience in credit or macro is preferred but explicitly not required — the team is prioritising intellectual horsepower, curiosity and the ability to think rigorously about markets and data over narrow domain expertise. You will have direct exposure to the full investment process: from hypothesis generation through research to production implementation and live monitoring.

The firm will consider candidates with start dates up to twelve months away.

THE ROLE

• Generate ideas based on a thorough understanding of academic literature, market structure and financial insight across credit and/or macro markets
• Research and develop systematic trading signals — combining sound financial intuition with statistical understanding and rigorous methodology
• Source, clean and analyse large and varied datasets — both traditional and alternative — to identify predictive relationships
• Build, backtest and refine quantitative models, working closely with the Senior Portfolio Manager on validation and portfolio integration
• Write clean, modular, well-tested Python code as part of a shared team codebase
• Present research findings clearly to the PM and wider team; iterate quickly on feedback

WHAT THEY ARE LOOKING FOR

• Master's or PhD in a quantitative field — Mathematics, Statistics, Physics, Computer Science, Engineering, Financial Engineering or related discipline; advanced degree strongly preferred
• 2+ years of relevant quantitative research experience in a buy-side or sell-side environment with a strong empirical component
• Excellent statistical reasoning and comfort working with large, noisy datasets
• Strong Python proficiency for research and data analysis
• Strong written and verbal communication skills — able to understand complex tasks quickly and articulate findings clearly in a fast-moving environment
• Demonstrated intellectual curiosity and a track record of independent, rigorous problem-solving — publications, competition results or complex personal/professional projects all count

Particularly valued:

• Prior exposure to credit or rates/macro markets — cash corporate bonds, CDS, rates, futures
• Experience with alternative datasets
• Familiarity with backtesting frameworks and systematic strategy development

WHY THIS ROLE

• A top-tier global hedge fund with the data, infrastructure and capital to support world-class quantitative research
• Small, entrepreneurial team: direct access to the Senior Portfolio Manager and genuine ownership of research from day one — not a siloed, process-driven research function
• Full investment process exposure: from idea generation through to production and live monitoring
• Prior credit or macro experience is not a barrier — intellectual rigour and research quality are the entry criteria
• London base — one of the world's deepest markets for systematic credit and macro research talent
• Firm will accommodate notice periods and start dates of up to twelve months for the right candidate

ABOUT PLATINUM & PARTNERS

Platinum & Partners is the specialist quant and systematic executive search firm

Platinum & Partners have been engaged to identify a Senior Delta-One Trader for a fast-growing proprietary trading firm in Singapore with a focus on Real World Asset (RWA) markets and on-chain derivatives. This is an exceptional opportunity for an institutional-grade trader to apply a deeply transferable skillset to one of the most exciting and rapidly expanding corners of global markets.

The Opportunity

To be clear: this is not a role trading traditional ETFs. Our client is looking for someone who already knows how to price, hedge and trade across fragmented, illiquid markets with complex FX overlays — and wants to apply that exact toolkit to the on-chain RWA ecosystem. If you have built your career navigating emerging market ETFs, structured baskets or Delta One desks, the analytical and operational skills you have developed map directly onto what this firm is building. Full global relocation support is provided.

Key Responsibilities

• Design, deploy and run proprietary trading, arbitrage and market-making strategies across tokenised RWAs, Delta One products and crypto futures
• Actively trade and manage positions in futures and Delta One products, optimising for basis risk, funding rates and roll efficiencies
• Manage execution and arbitrage strategies across fragmented CeFi and DeFi venues
• Dynamically hedge multi-variable risk exposures including underlying asset volatility, cross-currency FX risk, basis risk and protocol-level factors
• Partner with quantitative researchers to refine basket pricing models and collaborate with engineers to optimise on-chain execution and capital efficiency
• Serve as the internal domain expert on creation/redemption mechanics and tokenised asset structures

Requirements

• 5+ years of institutional trading experience on an Emerging Markets ETF, Delta One or structured basket trading desk
• Deep technical expertise in pricing complex baskets, managing cross-currency and FX risk, and navigating illiquid, fragmented order books
• Strong working knowledge of Delta One products, linear derivatives and futures market mechanics — basis trading, curve dynamics and hedging
• Proficiency in Python, SQL or R for data analysis, strategy prototyping and post-trade performance review
• Entrepreneurial mindset: comfortable operating in a fast-paced, 24/7 market environment where you are expected to build as well as trade
• Open to relocation to Singapore

How to Apply

All conversations are handled in complete confidence. Please send your CV directly through our website. Platinum & Partners specialise in Quant & Systematic hiring across Hedge Funds, Prop Desks and Asset Managers globally.

Platinum & Partners is retained by a top-tier global hedge fund to identify a Quantitative Researcher for a small, collaborative and entrepreneurial systematic equities team based in Zug, Switzerland. This is an early-to-mid career research role with significant upside — working directly alongside a Senior Portfolio Manager on alpha generation across systematic equity strategies in a fast-paced, intellectually driven environment.

The firm will accommodate non-competes of up to six to nine months for exceptional candidates.

THE ROLE

• Work alongside the Senior Portfolio Manager on the full alpha research process: idea generation, data gathering, analysis and backtesting of systematic equity strategies
• Research and apply ML and NLP techniques for alpha generation — depending on the candidate's background and strengths
• Combine financial intuition with statistical learning to explore, analyse and harness a wide variety of datasets — building predictive models that feed directly into the investment process
• Source and evaluate alternative and traditional data for signal development
• Contribute to a collaborative team research environment with genuine intellectual ownership of your work

WHAT THEY ARE LOOKING FOR

• Bachelor's, Master's or PhD in a quantitative discipline — Data Science, Computer Science, Statistics, Applied Mathematics or a related field — from a top-ranked university; an academic background in machine learning is especially welcome
• 1–3 years of experience working in a systematic trading environment with a focus on equities
• Strong Python programming skills and demonstrated research experience
• Strong statistical modelling skills applied to equities trading
• Genuine economic intuition, creativity and critical thinking — not just technical execution
• Strong preference for candidates coming from buy-side quantitative trading firms
• Prior research in applying machine learning models to securities return prediction is a meaningful advantage

WHY THIS ROLE

• A top-tier global hedge fund with the data, infrastructure and intellectual environment to do world-class systematic equity research
• Small, entrepreneurial team — direct access to the Senior Portfolio Manager and real ownership of research from an early stage
• ML and NLP techniques are central to the mandate — a genuine opportunity to apply cutting-edge methods to live trading
• Zug, Switzerland — one of Europe's most attractive destinations for quantitative finance professionals, combining an exceptional quality of life with a leading financial ecosystem
• Firm will accommodate non-competes of six to nine months for the right candidate
• Strong career growth trajectory in a high-performance, opportunity-rich environment

ABOUT PLATINUM & PARTNERS

Platinum & Partners is the specialist quant and systematic executive search firm.

Platinum & Partners is retained by a top-tier systematic investment firm to identify an exceptional Deep Learning Quantitative Researcher. This is one of the most demanding and specific candidate profiles in quantitative finance — the firm is seeking someone with a rare combination of elite academic pedigree, deep learning expertise at scale and the research discipline to operate rigorously in a low signal-to-noise domain.

The successful candidate will own a significant part of the firm's deep learning research agenda — designing and building core pipelines for applied quantitative alpha research, acting as the central deep learning authority, and driving the full empirical loop from problem formulation through to production deployment.

THE ROLE

• Design and build the firm's core deep learning pipelines for applied quantitative alpha research — from data preparation and distributed training through to evaluation and production deployment
• Drive a significant part of the research agenda using applied deep learning: problem formulation, model design, training, validation and performance attribution — with full empirical ownership
• Uphold rigorous research discipline in a low signal-to-noise domain: strict out-of-sample hygiene, leakage prevention and honest benchmarking against simpler baselines
• Act as the firm's central point of deep learning expertise — advising on architecture selection, training diagnostics, model design reviews and standards for model evaluation and promotion
• Facilitate the seamless flow of model fitting and computation across teams and systems through standardised training and inference interfaces and reusable components

WHAT THEY ARE LOOKING FOR

• Top-tier academic background from a globally top-20 university — MIT, Harvard, Princeton, Stanford, Caltech or equivalent
• PhD in Computer Science, Engineering, Physics, Mathematics or Statistics — strongly preferred
• Gold medal in a national or international olympiad (IMO, CMO, IOI, NOI, IPhO, CPhO) — strongly preferred; this is not a box-ticking exercise, it signals the calibre of intellectual ability the firm is seeking
• 3–5 years of professional experience applying deep learning to large-scale problems, ideally in quantitative finance; a strong PhD research record plus hands-on experience training large models at a leading AI/technology company will be considered
• Proven end-to-end ownership of the deep learning model lifecycle on at least one significant production system or published research line
• Deep Python expertise and command of a modern deep learning framework
• Hands-on experience with large-scale model training: distributed/multi-GPU, mixed precision, throughput profiling and optimisation
• Strong foundations in statistics, optimisation and machine learning theory
• Command of modern DL architectures — and the judgement to know when a simpler model should win
• Experience with large-scale datasets: efficient columnar formats, streaming data loaders and point-in-time-correct dataset construction
• Fluency with experiment management tooling: experiment tracking, hyperparameter optimisation and reproducible research environments
• C++ or CUDA-level optimisation experience is a plus; familiarity with LLM tooling as a research accelerant is a plus

The profile — beyond technical skills:

• Research taste and rigour: designs clean experiments and kills ideas quickly when the evidence says so
• Proactive collaborator: builds strong partnerships across research and engineering
• Superb communicator: explains model behaviour and uncertainty to both technical and non-technical audiences
• Growth mindset: stays current with a fast-moving field and adopts what works

WHY THIS ROLE

• A top-tier systematic investment firm with the data, compute resources and intellectual ambition to pursue the hardest problems in applied deep learning for finance
• Central, foundational research mandate — you are setting the standards and building the infrastructure others will depend on
• Rare environment where olympiad-level mathematical ability and production-grade deep learning engineering are equally valued
• Significant autonomy over a major part of the firm's research agenda — this is not a support role
• Exceptional total compensation reflecting the extraordinary rarity of this profile

Platinum & Partners is retained by a top-tier investment firm to identify a Quantitative Researcher for a newly formed quantamental trading pod in Hong Kong, focused on systematic equity strategies in Japanese and broader Asian markets. The pod is led by a Senior Portfolio Manager with 10+ years of proven experience in alpha generation, strategy development and risk management at top-tier firms.

This is a unique early-stage opportunity: you will conduct quantitative research from day one, influence the strategic direction of the pod and help shape a high-performance team in a collaborative and intellectually rigorous environment. You will work at the intersection of quantitative research and fundamental analysis — collaborating directly with the Senior Portfolio Manager, fundamental analysts and quantitative developers to turn ideas into production-ready strategies.

THE ROLE

Alpha Signal Research

• Design and generate alpha signal ideas across fundamental data, market data and alternative data
• Test and analyse ideas rigorously — turning hypotheses into implementable, production-ready strategies
• Select and optimise database use for idea generation

Portfolio Analysis & Risk Research

• Research and fine-tune the portfolio optimisation process
• Conduct and analyse portfolio risk and attribution

AI / Machine Learning

• Incorporate and leverage AI and machine learning technologies into the research process

Team & Collaboration

• Work closely with the Senior Portfolio Manager and fundamental analysts to understand strategy requirements and translate them into code
• Communicate research findings clearly across a cross-functional team

WHAT THEY ARE LOOKING FOR

• First-class Bachelor's or Master's degree in Mathematics, Physics, Quantitative Finance, Statistics or a related quantitative field
• 1–3 years of hands-on research and trading experience with cash strategies in Asian markets
• Strong Python proficiency for scripting, research integration and data tools
• Solid understanding of algorithms, data structures and multithreaded/concurrent programming
• Strong SQL and modern database design knowledge — column stores, time-series databases
• Experience handling large-scale market data: normalisation, feed handling and replay systems
• Familiarity with software engineering best practices: Git, unit testing, CI/CD, logging and monitoring
• Experience with event-driven architectures and resolving performance bottlenecks or data inconsistencies in production environments
• Prior knowledge of the Japanese equity market is a meaningful advantage

The profile:

• Entrepreneurial, with demonstrated initiative and ownership — able to drive projects independently while collaborating effectively
• Excellent communication skills: comfortable interfacing with quant developers, fundamental analysts, the PM and traders
• Detail-oriented and organised, with strong ownership of their work
• Comfortable in fast-paced, iterative environments where priorities shift with market conditions

WHY THIS ROLE

• A newly formed pod at the ground floor: real influence over research direction and team culture from day one
• Led by a Senior Portfolio Manager with a proven track record at top-tier firms — exceptional mentorship and intellectual partnership
• Quantamental approach: the rare combination of systematic rigour and fundamental insight, applied to one of Asia's most interesting and underexplored equity markets
• Hong Kong base — Asia's leading hub for hedge fund investment and a gateway to Japanese and broader regional equity markets
• High-growth environment with significant career development potential as the team scales
• Highly competitive total compensation reflecting the seniority and scarcity of this profile

ABOUT PLATINUM & PARTNERS

Platinum & Partners is the specialist quant and systematic executive search firm. 

Platinum & Partners is retained by a top-tier systematic investment firm to identify an exceptional Deep Learning Quantitative Researcher. This is one of the most demanding and specific candidate profiles in quantitative finance — the firm is seeking someone with a rare combination of elite academic pedigree, deep learning expertise at scale and the research discipline to operate rigorously in a low signal-to-noise domain.

The successful candidate will own a significant part of the firm's deep learning research agenda — designing and building core pipelines for applied quantitative alpha research, acting as the central deep learning authority, and driving the full empirical loop from problem formulation through to production deployment.

THE ROLE

• Design and build the firm's core deep learning pipelines for applied quantitative alpha research — from data preparation and distributed training through to evaluation and production deployment
• Drive a significant part of the research agenda using applied deep learning: problem formulation, model design, training, validation and performance attribution — with full empirical ownership
• Uphold rigorous research discipline in a low signal-to-noise domain: strict out-of-sample hygiene, leakage prevention and honest benchmarking against simpler baselines
• Act as the firm's central point of deep learning expertise — advising on architecture selection, training diagnostics, model design reviews and standards for model evaluation and promotion
• Facilitate the seamless flow of model fitting and computation across teams and systems through standardised training and inference interfaces and reusable components

WHAT THEY ARE LOOKING FOR

• Top-tier academic background from a globally top-20 university — MIT, Harvard, Princeton, Stanford, Caltech or equivalent
• PhD in Computer Science, Engineering, Physics, Mathematics or Statistics — strongly preferred
• Gold medal in a national or international olympiad (IMO, CMO, IOI, NOI, IPhO, CPhO) — strongly preferred; this is not a box-ticking exercise, it signals the calibre of intellectual ability the firm is seeking
• 3–5 years of professional experience applying deep learning to large-scale problems, ideally in quantitative finance; a strong PhD research record plus hands-on experience training large models at a leading AI/technology company will be considered
• Proven end-to-end ownership of the deep learning model lifecycle on at least one significant production system or published research line
• Deep Python expertise and command of a modern deep learning framework
• Hands-on experience with large-scale model training: distributed/multi-GPU, mixed precision, throughput profiling and optimisation
• Strong foundations in statistics, optimisation and machine learning theory
• Command of modern DL architectures — and the judgement to know when a simpler model should win
• Experience with large-scale datasets: efficient columnar formats, streaming data loaders and point-in-time-correct dataset construction
• Fluency with experiment management tooling: experiment tracking, hyperparameter optimisation and reproducible research environments
• C++ or CUDA-level optimisation experience is a plus; familiarity with LLM tooling as a research accelerant is a plus

The profile — beyond technical skills:

• Research taste and rigour: designs clean experiments and kills ideas quickly when the evidence says so
• Proactive collaborator: builds strong partnerships across research and engineering
• Superb communicator: explains model behaviour and uncertainty to both technical and non-technical audiences
• Growth mindset: stays current with a fast-moving field and adopts what works

WHY THIS ROLE

• A top-tier systematic investment firm with the data, compute resources and intellectual ambition to pursue the hardest problems in applied deep learning for finance
• Central, foundational research mandate — you are setting the standards and building the infrastructure others will depend on
• Rare environment where olympiad-level mathematical ability and production-grade deep learning engineering are equally valued
• Significant autonomy over a major part of the firm's research agenda — this is not a support role
• Exceptional total compensation reflecting the extraordinary rarity of this profile

ABOUT PLATINUM & PARTNERS

Platinum & Partners is the specialist quant and systematic executive search firm. 

Platinum & Partners is working with a boutique international proprietary trading firm to identify an exceptional Senior Quantitative Researcher for their London office. This is not a conventional alpha research seat.

The firm is looking for someone who combines the intellectual depth of a senior quantitative researcher with the judgement and communication skills of a senior business leader. The successful candidate will act as a trusted technical adviser to the CEO and Leadership Team — conducting alpha research, independently evaluating prospective Portfolio Managers and their strategies, shaping the firm's research infrastructure, and translating complex quantitative conclusions into clear commercial decisions.

It is a rare brief. The right person will be a strong mathematician and experienced quant who complements the entrepreneurial and commercial strengths of an existing management team — and who over time has the ambition and capability to build and lead a broader internal Quant Research function.

THE ROLE

Alpha Research

Research and develop systematic trading signals and strategies, with a focus on ideas capable of reaching live production and generating scalable P&L.

PM & Strategy Due Diligence

Independently evaluate prospective Portfolio Managers and their strategies before hire — assessing the robustness of the research, data and infrastructure requirements, execution assumptions, capacity and scalability, and realistic time to production. Provide an authoritative view on whether a strategy is viable within the firm's platform.

Infrastructure & Research Strategy

Work with engineering and trading teams to identify high-value gaps in data, research tooling, simulation, execution and infrastructure — and help prioritise capabilities that support future alpha generation.

Executive Advisory

Serve as the key quantitative interface between management, Portfolio Managers, researchers and technology teams. Translate complex technical and quantitative issues into clear commercial recommendations for the CEO and Leadership Team, ensuring management has an independent, fact-based view when making decisions around strategies, talent and infrastructure investment.

WHAT THEY ARE LOOKING FOR

• 8+ years of systematic trading research experience with a strong track record of alpha development progressing into live production and P&L
• MSc or PhD in Mathematics, Physics, Computer Science, Statistics or a related quantitative discipline
• Deep foundations in probability, stochastic processes, statistical learning, optimisation, time series analysis and numerical methods
• Strong knowledge of market microstructure and machine learning applied to financial markets
• Demonstrated understanding of backtesting methodology, overfitting, transaction costs, execution, capacity and scalability
• Strong commercial judgement — the ability to distinguish genuinely interesting research from scalable, executable and economically attractive alpha
• Practical understanding of trading and research infrastructure; able to identify and prioritise capability gaps
• Strong Python; C++ or Java desirable
• Experience working closely with PMs, traders and engineers; able to challenge technical teams with credibility and depth
• Intellectual breadth across systematic trading — able to evaluate strategies and research approaches beyond their own immediate specialisation
• Exceptional communication skills: able to represent complex quantitative conclusions clearly to senior non-technical stakeholders

WHY THIS ROLE

• Central, foundational role: the firm is building its quantitative research capability and this person shapes how it is done
• Direct access to the CEO and Leadership Team — your conclusions drive real decisions around strategies, talent and infrastructure investment
• Significant research autonomy: identify, evaluate and develop new alpha sources with the ability to shape the firm's longer-term research agenda
• Agile, entrepreneurial environment — strong ideas move quickly from research to decision to implementation
• Proprietary trading infrastructure built for systematic strategies, with experienced PMs and engineers to work alongside
• Long-term opportunity to build and lead a broader Quant Research function as the firm grows
• London-based — close to senior management and the heart of the firm's European operations

ABOUT PLATINUM & PARTNERS

Platinum & Partners is the specialist quant and systematic executive search firm. Retained and exclusive mandates only. All candidate conversations handled in complete confidence

Our client is a technology-driven proprietary trading firm specialising in high-frequency market making across digital asset markets. Founded by alumni of tier-1 trading firms including Optiver, Flow Traders and SIG, the team combines deep expertise in systematic trading, quantitative research and high-performance engineering to operate at scale across the world’s major cryptocurrency exchanges.

The culture is flat, intellectually rigorous and fast-moving — engineers, researchers and traders work side by side, and your work has a direct, measurable impact on performance. The firm is headquartered in Dubai and is actively expanding.

The Role

We are looking for a Quantitative Researcher to help develop the next generation of trading strategies. You will work at the intersection of data science, statistics and financial markets — conducting original research that directly feeds into production trading systems across crypto spot and derivatives markets.

The role is open to candidates with 3+ years of quantitative research experience. For exceptional candidates at a more junior level, the firm will consider outstanding profiles: top academic track record, Kaggle Grandmaster status, IOI/IMO medals, or published research in a leading venue. What matters most is intellectual curiosity, rigour and the ability to turn data into alpha.

Dubai is preferred. Candidates in the Middle East or Europe are encouraged to apply — relocation support is available. Exceptional remote candidates will also be considered.

Key Responsibilities

• Design, develop and backtest quantitative trading strategies for crypto spot and derivatives markets

• Conduct statistical analysis of market data to identify patterns, signals and exploitable inefficiencies

• Build predictive models for price movements, volatility, funding rates and liquidity dynamics

• Collaborate with traders and engineers to take research from prototype to production

• Develop and maintain research infrastructure: data pipelines, backtesting frameworks and evaluation tools

• Monitor live strategy performance and propose data-driven improvements

What We’re Looking For

Essential:

• 3+ years of quantitative research experience — candidates MUST have worked at a hedge fund, prop trading firm or systematic trading institution. Exceptional junior candidates with outstanding academic or competitive credentials will also be considered (see above)

• Advanced degree (MSc/PhD) in Mathematics, Statistics, Physics, Computer Science, Financial Engineering or related field from a leading university

• Strong ML background with proven commercial application — gradient boosting, neural networks, reinforcement learning or similar

• Proficiency in Python for data analysis and model development (NumPy, Pandas, scikit-learn or similar)

• Strong foundation in statistics, probability, mathematical modelling and time-series analysis

Desirable:

• Prior experience at a tier-1 quantitative trading firm, quant hedge fund or research lab

• Knowledge of market microstructure, order flow analysis or execution optimisation

• Large-scale data processing experience (Spark, ClickHouse or similar)

• Crypto market experience is a welcome bonus but not essential

• Competitive achievements: Kaggle Grandmaster/Master, IMO/IOI medals, ACM ICPC finals or equivalent

What’s on Offer

• Highly competitive compensation — full details provided on application

• Full ownership of your research agenda with a direct path to production

• Access to the latest AI-powered tools and freedom to build your own research workflows

• Workations, flexible hours and a multicultural, high-performance environment

Ideally willing to be based in Dubai but for exceptional candidate may consider remote.

Platinum & Partners is retained by a top-tier global hedge fund to identify an exceptional Machine Learning Research Scientist for a newly formed systematic equities pod. This is one of the most technically ambitious research mandates in quantitative finance right now.

The project: design, implement and train a custom decoder-only Transformer architecture — built from scratch — on tokenised intraday market data for next-token prediction of price movements. This is not fine-tuning an existing LLM. It is a purpose-built architecture for financial time-series, developed with significant dedicated computational resources as part of a long-term research agenda.

PhD-level expertise in deep learning and Transformer architectures is required. The firm wants someone who can start as soon as possible.

THE ROLE

• Design and implement a custom decoder-only Transformer architecture optimised for tokenised financial time-series data
• Develop a novel tokenisation scheme for intraday market data: price movements, volume, order flow and cross-sectional features
• Implement efficient training pipelines in PyTorch — mixed-precision training, gradient checkpointing and multi-GPU parallelism
• Design attention mechanisms adapted to financial data: temporal attention patterns, cross-asset attention and multi-scale representations
• Build evaluation frameworks for next-token prediction accuracy, signal quality and trading performance
• Implement inference optimisation for low-latency production deployment: model quantisation, KV-cache, speculative decoding
• Conduct rigorous ablation studies to validate architecture choices and training methodology
• Collaborate with the team to integrate model predictions into the live trading pipeline
• Define and execute a multi-month research agenda with the autonomy and accountability of a senior scientist

WHAT THEY ARE LOOKING FOR

• PhD in Machine Learning, Computer Science, Statistics, Applied Mathematics or a related field with a deep learning focus — this is a firm requirement
• Demonstrated ability to implement Transformer architectures from scratch — not adapting or fine-tuning existing models
• Deep understanding of attention mechanisms, positional encodings, tokenisation strategies and training dynamics
• Expert-level PyTorch: custom modules, training loops, mixed-precision and multi-GPU training
• Strong mathematical foundations: linear algebra, probability theory, optimisation, information theory
• Experience training models at scale — 100M+ parameters
• Strong Python; C++ for performance-critical components
• Self-directed: capable of defining and executing a complex, long-horizon research agenda with limited supervision
• Published research at top ML venues (NeurIPS, ICML, ICLR) or equivalent industry research experience is a meaningful advantage
• Experience applying deep learning to financial data, time-series forecasting or non-text tokenisation is highly valued
• Knowledge of market microstructure and intraday trading dynamics is a plus

WHY THIS ROLE

• A genuinely rare research mandate — building a purpose-built financial Transformer from first principles, not adapting someone else's architecture
• Significant dedicated computational resources for a long-term research agenda — the firm is fully committed to this project
• A top-tier global hedge fund with the data, infrastructure and capital to support world-class ML research
• Newly formed pod: you are shaping the research direction, not inheriting a fixed approach
• Direct path from research to live trading — your model predictions feed into production
• Base $150,000–$200,000 with a discretionary performance bonus reflecting the firm's Tier 1 position — total compensation is significantly above the base range
• New York City — working alongside the Portfolio Manager and team whose performance depends on what you build

ABOUT PLATINUM & PARTNERS

Platinum & Partners is the specialist quant and systematic executive search firm. Retained and exclusive mandates only. All candidate conversations handled in complete confidence.

Platinum & Partners is retained by a top-tier global hedge fund to identify a Quantitative Researcher for a collaborative team focused on systematic equity strategies across Asian markets — including China Mainland, Japan, Hong Kong and Taiwan. The ideal candidate combines strong quantitative research skills with hands-on trading or desk quant experience in Asian equities, and brings practical knowledge of the market rules, trading conventions and venue characteristics that make Asian markets unique.

This is an APAC-focused research role with genuine flexibility on location — Hong Kong, Singapore, Shanghai, Tokyo or Dubai are all considered. The firm wants someone who can start as soon as possible.

THE ROLE

• Work alongside the team to develop and implement systematic equity trading strategies across Asian markets including China Mainland, Japan, Hong Kong and Taiwan
• Apply knowledge of Asian equity market rules, trading conventions and venue characteristics to optimise strategy deployment
• Carry out quantitative research on alpha signals: idea generation, data processing and statistical analysis
• Implement trading strategies across multiple venues
• Conduct market-specific analysis to identify and exploit region-specific inefficiencies

WHAT THEY ARE LOOKING FOR

• Minimum 2 years of experience in a quantitative trading, desk quant or quantitative research role with direct exposure to live equity trading
• Direct trading or desk quant experience in Asian equity markets — practical knowledge of market rules and trading conventions is a core requirement
• Expert Python; proficient with modern data science tools — Jupyter, Pandas, NumPy, scikit-learn
• Degree in Mathematics, Computer Science, Statistics or a related STEM field from a top-ranked university
• Strong foundations in quantitative finance, mathematical modelling, statistical analysis, regression and probability theory
• Experience working with multiple datasets: assessing quality, cleaning, creating features
• Hands-on experience with live systematic equity trading strategies in Asian markets is a significant advantage

The profile:

• Entrepreneurial mindset — self-motivated, detail-oriented and comfortable working independently in a fast-paced environment
• Genuine intellectual curiosity and critical thinking
• Eagerness to learn and grow professionally

WHY THIS ROLE

• A top-tier global hedge fund with the data, infrastructure and capital to support world-class systematic equity research
• Rare Asia-specific mandate: deep focus on a region that remains underexplored by systematic strategies relative to its opportunity set
• Collaborative team environment with exposure to the full research process — from idea generation to live implementation
• Flexible location across five of Asia's leading financial centres
• Highly competitive total compensation reflecting the firm's Tier 1 position

ABOUT PLATINUM & PARTNERS

Platinum & Partners is the specialist quant and systematic executive search firm

Platinum & Partners is a specialist executive search firm placing quant researchers, systematic traders, quant developers and trading technology leaders into hedge funds and prop trading firms globally.

We're hiring an experienced recruiter who already works in this space - not someone learning it. You know quant research from quant development, systematic from discretionary and you can hold your own.

What we need:

• 3-5+ years' recruitment experience specifically in quant, systematic trading or HFT / MFT
• A demonstrable billing track record in this space
• An existing network you can activate
• Strong communication and commercial drive
• Based in London but will consider remote applicants

What you get:

• Retained, exclusive and contingency mandates — real searches, not a crowded pitch list
• Uncapped commission, strong billers earn well above base
• Direct access to the founder and a brand candidates already trust
• Canary Wharf base, hybrid flexibility, remote

Platinum & Partners: 100% quant and systematic executive search, Canary Wharf, London.

Platinum & Partners is retained by a top-tier global hedge fund — one of the most recognised names in systematic investment management — to identify an exceptional Quantitative Researcher for their Systematic Equities team.

This is a rare opportunity to work directly alongside a Senior Portfolio Manager on alpha research across a global equity universe, with forecasting horizons from one day to several weeks. The firm will wait up to twelve months for the right candidate — a signal of how seriously they are approaching this hire.

THE ROLE

• Work alongside the SPM on the full alpha research lifecycle: idea generation, data sourcing, analysis, model implementation, backtesting and production deployment
• Combine financial intuition with advanced statistical learning to explore and harness a wide variety of datasets — alternative, fundamental and exchange/market microstructure data — and build predictive models deployed directly into the investment process
• Develop signals with a rigorous understanding of real-world constraints: transaction costs, market impact and alpha decay
• Build statistical arbitrage alphas including intraday rebalancing of multi-day horizon signals
• Collaborate transparently across the full team and engage at every stage of the investment process
• Maintain and monitor signals in production — this is not a research-only seat

WHAT THEY ARE LOOKING FOR

• Advanced degree in Statistics, Machine Learning, Computer Science, Mathematics, Physics or a related quantitative field — PhD strongly preferred
• Demonstrated research rigour: alphas grounded in economic or fundamental intuition derived from first principles, not curve-fitting
• Track record of constructing robust signals using advanced statistical techniques across large feature sets, with disciplined management of the bias-variance tradeoff
• Experience working across the full alpha lifecycle: ideation, research, backtest, production and ongoing monitoring
• Strong Python; C++ proficiency highly desirable
• Experience with alternative, fundamental and microstructure data
• Excellent communication and analytical skills — you can articulate complex research clearly to the SPM and broader team

WHY THIS ROLE

• A top-tier global hedge fund with the infrastructure, data and capital to support world-class research — one of the most respected systematic trading platforms in the industry
• Direct collaboration with a Senior Portfolio Manager — genuine intellectual partnership at the highest level
• Global equity universe with meaningful forecasting range — the problem set is broad and deep
• The firm will accommodate notice periods and garden leave of up to twelve months for an exceptional candidate
• New York or San Francisco — two of the world's leading financial and technology hubs
• Base salary $100,000–$200,000 with a discretionary performance bonus that reflects the firm's Tier 1 position — total compensation is significantly above the base range

Platinum & Partners have been engaged to conduct a confidential search for a Head of Trading Technology on behalf of a highly sophisticated proprietary trading firm headquartered in Singapore. This is a rare, green-field opportunity for an elite systems architect to take full technical ownership of a next-generation, ultra-low-latency trading platform built from the ground up.

The Opportunity

This is not a management role in the traditional sense. Our client is looking for a hands-on technical leader who remains deeply embedded in the codebase — writing production-grade code, resolving complex low-level bottlenecks, and mentoring engineers by example. You will assume end-to-end technical custody over the firm's core off-chain infrastructure: a high-performance pricing engine, pre-trade risk framework, high-fidelity simulation stack, and systematic backtesting platform, all purpose-built to support high-frequency, cross-market hedging at institutional scale.

The firm operates at the forefront of quantitative proprietary trading and is executing an ambitious technology buildout. This is a once-in-a-career opportunity to architect something genuinely world-class from scratch, without corporate red tape, with direct PnL impact from day one. Full global relocation support is provided.

Key Responsibilities

• Architect and build the firm's core pricing, simulation and backtesting stack from first principles
• Remain an active individual contributor: writing high-performance C++ or Rust, conducting peer code reviews, and resolving latency-critical bottlenecks in production
• Oversee data ingestion pipelines, pre-trade risk systems and clearing connectivity across multiple liquidity environments
• Lead the integration of AI-assisted development tooling into engineering workflows, CI/CD pipelines and testing frameworks
• Hire, mentor and technically lead a high-calibre engineering team

Requirements

• 10+ years of software engineering experience, with at least 5 years in a technical leadership role within an algorithmic trading organisation
• Production-grade mastery of Modern C++ or Rust in a live, high-frequency trading environment
• Demonstrated ability to translate quantitative research into stable, high-throughput production execution systems
• Deep knowledge of market microstructure, order routing, real-time market data and execution path optimisation across equities, futures, options or ETFs
• Background from a recognised HFT firm, prop trading shop or quantitative market maker — candidates from sell-side or commercial banking technology backgrounds will not be considered
• Open to relocation to Singapore

How to Apply

All conversations are handled in complete confidence. Please apply directly through our website. Platinum & Partners specialise in Quant & Systematic hiring across Hedge Funds, Prop Desks and Asset Managers globally.

Our client is a well-established, high-performance proprietary trading firm operating in the quantitative and systematic space. Founded by alumni of some of the most respected names in global trading, the team combines deep expertise in systematic strategies, quantitative research and high-performance engineering. The firm operates globally with sophisticated, low-latency technology at the core of everything they do.

The culture is flat, intellectually rigorous and fast-moving — engineers, researchers and traders work side by side, and your work has a direct, measurable impact on performance. The firm is headquartered in Dubai and is actively expanding.

The Role

We are looking for a Senior C++ Software Engineer to take significant technical ownership within the firm’s core engineering team. You will lead on building market link connectivity, driving latency reduction and ensuring the reliability of mission-critical trading infrastructure — making sound architectural decisions while remaining deeply hands-on.

Remote-first. Candidates in Europe or the Middle East strongly preferred. Relocation to Dubai welcomed and supported.

Key Responsibilities

• Lead the design and implementation of new market links and exchange connectivity

• Own latency reduction initiatives across high-load, low-latency trading systems

• Make architectural decisions and maintain engineering standards across the team

• Mentor mid-level engineers and contribute to a strong engineering culture

• Collaborate closely with trading, data and research teams

What We’re Looking For

Essential:

• 6+ years of C++ experience, the majority in a low-latency or HFT environment. Candidates MUST have worked at a hedge fund, prop trading firm or market maker — applications from general technology firms will not be considered

• Proven expertise in high-load, low-latency systems with a track record of meaningful performance improvements

• Deep understanding of algorithms, data structures, networking and systems-level programming

• Senior or lead engineering experience within a prop desk, market maker, quant hedge fund or systematic trading firm — hedge fund experience is especially well-regarded

Desirable:

• Knowledge of FIX protocol, co-location and exchange connectivity

• Experience with kernel bypass networking (DPDK, Solarflare/Onload) or FPGA

• Familiarity with AWS, Kubernetes, Prometheus or Grafana

What’s on Offer

• Base salary of $150,000–$220,000 plus performance bonus

• Significant technical ownership with direct impact on trading performance

• Flat structure and world-class engineering team

• Remote-first with the option to relocate to Dubai

Platinum & Partners is retained by a top-tier global hedge fund to identify a Quantitative Developer to build next-generation AI-enabled research and trading workflows. This is one of the most forward-looking engineering briefs in quantitative finance right now — bridging frontier LLM and agentic AI techniques with systematic trading research, alpha generation, portfolio analytics and production trading systems.

The firm is moving quickly and wants someone who can start as soon as possible.

THE ROLE

• Design and build AI-enabled research and trading workflows — applying frontier LLM and agentic techniques directly to systematic investment processes
• Bridge the gap between cutting-edge AI tooling and production-grade trading infrastructure — making research faster, more scalable and more reliable
• Partner directly with quantitative researchers and portfolio managers to translate complex investment processes into robust, production-quality tools
• Build and maintain data pipelines, APIs, automation workflows and distributed systems that underpin the team's research and trading operations
• Apply AI to high-value use cases: research automation, trade thesis extraction, signal generation, news monitoring, backtest reporting and alpha research workflows
• Ensure observability, reliability and operational robustness across AI-powered systems in a live trading environment

WHAT THEY ARE LOOKING FOR

• Strong Python and computer science fundamentals — clean, scalable, production-quality code is non-negotiable
• 3+ years of experience across ML engineering, database engineering or research engineering — with a track record of building scalable research tools, data pipelines or distributed systems
• Practical, hands-on experience with LLM applications and agentic workflows: RAG, vector databases, structured outputs, tool use, model evaluation, prompt engineering, fine-tuning and workflow observability
• Experience applying AI to research or trading contexts — automation, signal generation, alpha research, backtest reporting or similar — is highly valuable
• Comfortable working directly alongside researchers and portfolio managers — you translate what they need into engineering reality
• A builder's mindset: you are not looking for a role where someone else has already defined the problem

WHY THIS ROLE

• One of the most genuinely novel engineering mandates in quantitative finance — applying frontier AI to systematic trading at a Tier 1 fund
• Direct collaboration with researchers and portfolio managers — embedded in the investment process, not supporting it from a distance
• A top-tier global hedge fund with the infrastructure, data and capital to work on hard problems at scale
• The agentic AI space is moving fast and this team is moving with it — you will be at the frontier, not following it
• New York City — in the room with the people whose work your systems enable
• Highly competitive total compensation reflecting the seniority and scarcity of this profile

ABOUT PLATINUM & PARTNERS

Platinum & Partners is the specialist quant and systematic executive search firm. Retained and exclusive mandates only. All candidate conversations handled in complete confidence.

Platinum & Partners is retained by a top-tier global hedge fund to identify a highly skilled C++ Developer to architect, build and maintain the core signal computation and alpha infrastructure for a newly formed systematic equities pod. You will own the hot path — real-time feature computation, signal generation and integration with the firm's shared execution and market data platforms — and play a foundational role in shaping the technology stack from day one.

This is a hands-on systems engineering role at the intersection of low-latency infrastructure and quantitative research. You will work directly with the Portfolio Manager and researchers to translate alpha signals into production-ready, high-performance trading systems. The firm wants someone who can start as soon as possible.

THE ROLE

• Design and build the core C++ signal engine: real-time feature computation, alpha signal generation, position tracking and risk monitoring
• Architect the data bridge between the C++ hot path and the Python/Polars research layer
• Implement and optimise real-time alpha signal publication from the research pipeline into the firm's shared execution infrastructure
• Integrate with the firm's central market data feeds and execution platforms
• Develop real-time risk checks, position monitoring, logging and alerting infrastructure
• Optimise system performance: latency profiling, lock-free data structures, memory management and network tuning
• Collaborate with quantitative researchers to translate Python prototypes into production-grade C++ code
• Build and maintain backtesting and exchange simulation infrastructure for strategy validation
• Leverage AI-assisted development tools to accelerate development velocity without compromising code quality

WHAT THEY ARE LOOKING FOR

• Bachelor's or Master's degree in Computer Science, Mathematics, Physics, Engineering or a related quantitative field
• 3+ years of hands-on experience developing high-performance C++ server-side applications in Linux
• Strong understanding of real-time and event-driven architectures with tight latency requirements
• Deep familiarity with Apache Arrow and columnar data formats for cross-language interoperability
• Strong network programming skills and understanding of Linux OS internals and systems optimisation
• Experience consuming real-time market data feeds and integrating with shared execution platforms
• Proficiency in Python with working knowledge of Polars, Pandas, NumPy and the PyData ecosystem
• Solid understanding of data structures, algorithms and concurrent/multithreaded programming
• Proficiency with Git, CI/CD, unit testing and software engineering best practices

Meaningful advantages:

• Experience building trading systems in a systematic equities or quant trading environment
• Low-latency optimisation techniques: cache-friendly data structures, SIMD, memory-mapped I/O
• Rust for performance-critical systems development
• kdb+/q for time-series data
• DuckDB, Arrow Flight or similar analytical database technologies
• Knowledge of equity market microstructure, order types and execution algorithms
• AWS and containerised deployments

WHY THIS ROLE

• A top-tier global hedge fund with the infrastructure, capital and engineering ambition to build something genuinely world-class
• Greenfield mandate — you own the hot path architecture from day one in a newly formed pod, not inheriting someone else's legacy system
• Direct collaboration with the Portfolio Manager and quant researchers — your infrastructure is the engine the strategy runs on
• Intraday systematic equities at a Tier 1 fund: one of the most technically demanding and well-resourced environments in the industry
• Base $150,000–$200,000 with a discretionary performance bonus reflecting the firm's Tier 1 position — total compensation is significantly above the base range
• New York City — embedded in the team whose live performance depends on what you build

ABOUT PLATINUM & PARTNERS

Platinum & Partners is the specialist quant and systematic executive search firm.

Platinum & Partners is retained by a top-tier global hedge fund to identify an experienced engineer for a small, highly selective systematic macro investment team in Chicago or New York. The team is composed of world-class researchers and engineers operating in a collaborative, low-ego environment where rigorous thinking, intellectual curiosity and technical excellence are valued above hierarchy.

This is a genuine opportunity to learn from top-tier practitioners, take on real responsibilities from day one and rapidly advance your career inside one of the most intellectually demanding systematic investment environments in the industry. The firm can accommodate non-competes of up to three months.

THE ROLE

• Design and build next-generation research and trading systems for global systematic macro strategies
• Develop tools and infrastructure for low-latency, microstructure-level research and live trading
• Design and implement scalable, distributed pipelines for machine learning training and inference
• Perform data analysis and produce live and historical analytics reports and dashboards
• Stay current on state-of-the-art technologies, technical libraries and computing environments — and bring that knowledge into the team
• Collaborate directly with the Senior Portfolio Manager and trading group across the full investment and research process — this is a transparent, high-trust environment

WHAT THEY ARE LOOKING FOR

• Bachelor's, Master's or PhD in Computer Science, Engineering, Applied Mathematics, Statistics or a related STEM field
• Strong programming experience in both C++ and Python — the emphasis is on robust, performant and clean code, not just getting things to work
• Experience with large-scale data processing and modern machine learning frameworks
• Experience building production trading infrastructure and/or large-scale quantitative research platforms
• Excellent analytical, quantitative and communication skills

What genuinely sets candidates apart for this team:

• Exceptional competitive programming background — high rankings or awards in NOI, IOI, ACM-ICPC or equivalent
• Deep, intrinsic passion for building high-quality software systems — not just engineering as a means to an end
• Strong intellectual curiosity and a genuine interest in understanding markets, data and complex systems

WHY THIS ROLE

• A top-tier global hedge fund — one of the most respected systematic investment platforms in the world
• Small, highly selective team: you will be surrounded by world-class researchers and engineers, not lost in a large technology organisation
• Real ownership and responsibility from day one — the team is lean by design and every person counts
• Low-ego, collaborative culture: rigorous thinking is rewarded, not seniority
• Meaningful career acceleration — proximity to top-tier practitioners in a fast-paced, intellectually demanding environment
• Chicago or New York — two of the deepest talent pools and most dynamic trading hubs in the world
• Firm will accommodate non-competes of up to three months for the right candidate

ABOUT PLATINUM & PARTNERS

Platinum & Partners is the specialist quant and systematic executive search firm. 

Platinum & Partners is retained by a top-tier global hedge fund to identify an experienced Quantitative Trading Systems Engineer for their Systematic Macro team in London. This role is focused on building the C++ trading systems that underpin live systematic trading across global Futures, FX and Fixed Income markets.

Working directly with the Senior Portfolio Manager, you will own and maintain the pod's low-latency trading infrastructure — from production alpha computation through to order execution. This is a hands-on, performance-critical engineering role in a collaborative and entrepreneurial systematic macro environment.

THE ROLE

• Build the team's C++ latency-sensitive trading systems from market data ingestion through to order execution
• Productionise performance-critical signal computation within the live trading systems
• Build supporting research infrastructure including replay and data management
• Support execution-related workflows across systematic strategies in Futures, FX and Fixed Income
• Specify the team's performance and infrastructure requirements to central technology teams and drive delivery
• Partner with broader technology teams to make effective use of the firm's shared platforms — execution, risk, portfolio management, data and monitoring
• Implement and maintain team-level trading controls; support live production processes with appropriate integration into the firm's broader trading control framework

WHAT THEY ARE LOOKING FOR

• Bachelor's degree required; Master's or PhD preferred in Computer Science, Engineering, Physics, Mathematics, Statistics or a related quantitative discipline
• 5+ years building production systems in an electronic trading environment — futures, FX and/or fixed income
• Strong C++ in a performance-critical, low-latency context — this is the primary language for the role
• Deep understanding of concurrent, real-time systems design
• Experience building production trading systems and market data/order entry components
• Strong Linux development experience
• Strong software engineering fundamentals: testing, version control, code quality
• Familiarity with monitoring, controls and production support in a front-office setting is advantageous
• Experience working with shared internal services, APIs or established platform infrastructure is highly valuable

Particularly valued:

• Experience in low-latency execution or algorithmic trading systems development
• Understanding of systematic trading strategies and front-office trading workflows
• Experience supporting live trading processes, production controls and operational robustness in a systematic trading environment
• Experience integrating with shared internal platforms within a larger institutional technology organisation

WHY THIS ROLE

• A top-tier global hedge fund — one of the most well-resourced and respected systematic investment platforms in the world
• Collaborative, entrepreneurial systematic macro pod — the culture rewards rigorous thinking and direct contribution over hierarchy
• Full ownership of the trading infrastructure stack from market data to execution — real engineering responsibility in a live trading environment
• Access to the firm's shared platforms, data services and central technology teams — the resources of a global institution with the pace of a small team
• London base — one of the world's deepest talent pools for systematic macro and fixed income trading technology
• Highly competitive total compensation reflecting the seniority and specialisation of this profile

ABOUT PLATINUM & PARTNERS

Platinum & Partners is the specialist quant and systematic executive search firm. 

Platinum & Partners is retained by a top-tier global hedge fund to identify a Quantitative Developer/Researcher for a small, collaborative and entrepreneurial systematic investment team in London focused on credit and macro strategies. You will work directly alongside the Senior Portfolio Manager, owning the critical technical infrastructure that underpins the team's research and trading process.

This is a hands-on role at the intersection of technology, research and trading — you will lead core technical projects end-to-end while partnering closely with the SPM on live trading monitoring and production support. Crucially, there is significant room to grow: the right candidate will have the opportunity to expand into alpha research and portfolio construction over time, and the team will actively create space for that. Prior experience in credit or macro is useful but not required — strong engineering judgement, intellectual rigour and the ability to build robust systems in a fast-paced environment are the priorities.

The firm will consider candidates with start dates up to twelve months away.

THE ROLE

• Lead core technical projects end-to-end: venue connectivity, distributed compute infrastructure and automated reconciliation systems
• Assist the Senior Portfolio Manager with data quality monitoring and trading anomaly detection — building tools that surface issues quickly and reliably
• Drive performance improvements across production computing infrastructure
• Collaborate on the team's shared research platform: testing frameworks, platform robustness and overall system integrity
• Write clean, well-tested, production-grade code as part of a shared team codebase
• Present technical and research findings clearly to the PM and wider team; iterate quickly on feedback
• As capacity and interest develop: contribute directly to alpha research, signal development and portfolio construction alongside the PM

WHAT THEY ARE LOOKING FOR

• Bachelor's, Master's or PhD in a quantitative or technical field — Computer Science, Engineering, Mathematics, Physics, Financial Engineering or related discipline
• 2+ years of relevant experience in a software or quantitative development role, ideally in a trading, buy-side or similarly rigour-demanding environment
• Strong software engineering fundamentals and professional Python proficiency — Pandas, NumPy and related libraries
• Strong written and verbal communication skills: able to understand complex tasks quickly and explain technical trade-offs clearly to non-technical stakeholders
• Demonstrated intellectual curiosity and a track record of independent, rigorous problem-solving — publications, competition results or complex personal/professional projects all count

Particularly valued:

• Experience with distributed computing systems, venue/exchange connectivity or schedule orchestration tools
• Experience building automated reconciliation or data quality monitoring tools
• Familiarity with backtesting frameworks and systematic strategy development

WHY THIS ROLE

• A top-tier global hedge fund with the infrastructure, data and capital to support serious quantitative work
• Small, entrepreneurial team: direct access to the Senior Portfolio Manager, real ownership of what you build, no bureaucracy
• Explicit growth path into alpha research and portfolio construction — the team will create that space for the right person
• Prior credit or macro experience is not required — engineering excellence and intellectual rigour are the entry criteria
• Hands-on, varied mandate: venue connectivity, distributed compute, data quality, research platform, and live trading support all in one role
• London base — one of the world's deepest markets for systematic credit and macro talent
• Firm will accommodate notice periods and start dates of up to twelve months

Platinum & Partners is retained by a top-tier global hedge fund to identify a Senior Quantitative Engineer for a small, collaborative systematic trading team in London with a focus on cross-commodity strategies. This is a senior engineering mandate — you will play a pivotal role in the implementation and continued development of the team's core software and technical infrastructure, spanning sophisticated alpha research tooling through to real-time production trading systems.

The ideal candidate is an expert engineer with deep theoretical foundations, extensive systems design experience and significant expertise in both high-level and systems programming. Beyond technical excellence, the team values exceptional attention to detail, strong pragmatism-robustness instincts and someone who thrives in a close-knit, start-up-style environment. The firm wants someone who can start as soon as possible.

THE ROLE

• Develop sophisticated research tooling to enable and accelerate alpha discovery
• Develop real-time, event-driven systems for signal computation, trade decision-making and execution
• Design, implement and maintain core systems and services for real-time data ingestion, retrieval and distributed compute across research and production
• Oversee the ongoing operation of all components within the systems landscape — ensuring resilience and detecting defects as they arise
• Work across the full technical stack from research infrastructure through to live trading systems

WHAT THEY ARE LOOKING FOR

• 5+ years of extremely strong computer science or engineering experience
• Exceptional programming skills in both Python and C++ (or similar high-level and low-level languages)
• Experience designing and implementing distributed systems, real-time event-driven systems and large-scale time-series data ingestion, storage and processing
• Experience with the architectural design of large-scale software systems
• Familiarity with modern distributed computing platforms: Docker, Kubernetes, Ceph, MongoDB and Kafka
• Theoretical proficiency in numerical computing, online algorithms, data structures, networking, databases and operating systems
• Familiarity with quantitative research toolchains: NumPy, Polars, scikit-learn, PyTorch
• Strong DevOps fundamentals: version control, testing frameworks, release processes, build systems
• Experience with CICD-style implementation and release methodologies across a large, complex codebase
• Master's or PhD in Computer Science, Physics, Engineering, Statistics, Applied Mathematics or a related technical field preferred

Particularly valued:

• Prior experience as a quantitative developer supporting a multi-asset systematic trading business
• Experience with systematic futures trading
• Exposure to a broad spectrum of finance-relevant data sources: tick data, fundamental data and alternative data
• Functional understanding of foundational trading and risk management concepts

WHY THIS ROLE

• A top-tier global hedge fund — the resources, data and infrastructure of a global institution with the pace and culture of a small team
• Pivotal engineering role: you are shaping the technical foundation the team's trading depends on, not working within a large, siloed technology organisation
• Full-stack mandate: research tooling, signal computation, data infrastructure and live production systems — varied and technically demanding work
• Small, high-trust team where strong engineering judgement and pragmatism are as valued as raw technical ability
• London base in a systematic cross-commodity environment — a specialist and intellectually rich area of systematic trading
• Highly competitive total compensation reflecting the seniority and breadth of this profile

A high-frequency proprietary trading firm is building out its London and US teams across equities, futures and options market-making and liquidity-taking. Both roles sit close to the desk, with ownership of production strategies where microseconds and basis points are measured.

HFT Quantitative Developer (C++ / low-latency)

• Build and optimise ultra-low-latency trading systems: order gateways, market-data handlers, matching-engine simulators, order-book and signal engines
• Profile and tune at kernel, network and CPU level (cache, NUMA, kernel bypass, lock-free structures); FPGA or Rust experience is a strong plus
• Own the path from research prototype to production, including replay, backtesting and live monitoring infrastructure
• Requirements: 3+ years of modern C++ (17/20) in HFT, market making or exchange technology; strong Linux and networking; evidence of measured latency gains

HFT Quantitative Researcher

• Research short-horizon alpha, market-making and execution models from tick and order-book data
• Develop and calibrate fill, queue-position, adverse-selection and inventory-risk models
• Run rigorous simulation and live A/B testing; deploy and monitor the models you build
• Requirements: strong quantitative background (maths, physics, statistics, CS, or similar; PhD valued but not required); experience in microstructure, market making or HFT stat-arb; Python and C++ or Rust; clear signal-to-production record

Not a fit: low-frequency or discretionary profiles; sell-side e-trading roles without ownership of strategy or latency-critical code; candidates without buy-side or prop experience.

Platinum & Partners is retained by a top-tier global hedge fund to identify an experienced Quantitative Developer with a machine learning focus for a collaborative and entrepreneurial systematic macro pod in London. You will develop and deploy machine learning models — classical and deep learning — on high-frequency market data, and build the research and compute infrastructure that underpins them.

Working closely with the Senior Portfolio Manager, you will turn models into live trading signals while extending the pod's wider research infrastructure: distributed computation, large-scale parameter search and a streamlined path from research to production. The firm wants someone who can start as soon as possible.

THE ROLE

• Design, train and productionise large-scale machine learning models across classical and deep learning approaches, applied to high-frequency market data
• Enhance and optimise the pod's end-to-end ML pipeline: large-scale data processing, distributed computation, scalable parameter search and validation
• Improve the speed, scalability and reliability of the pod's signal development environment — ensuring consistent and efficient migration from research to production
• Build data-intensive research tools, model development infrastructure and automated workflows
• Build and deploy agentic AI systems: tool use, orchestration and evaluation
• Partner with broader technology teams to make effective use of shared internal platforms and services

WHAT THEY ARE LOOKING FOR

• Master's or PhD/Post-Doctorate in Computer Science, Mathematics, Statistics, Engineering, Physics or a related quantitative discipline from a leading institution
• 3+ years of professional experience in software engineering, quantitative development or a related computational role
• Experience developing and validating ML models on large, complex datasets — across both classical and deep learning approaches — in industry or academia
• Experience building distributed computing systems for machine learning applications
• Strong Python beyond the standard research stack: parallelism, distributed compute and native acceleration via Python or C++ bindings
• Strong Linux development experience
• C++ familiarity is a strong plus; the software engineering fundamentals to pick it up quickly are equally valued
• Experience building agentic AI systems — tool use, orchestration and evaluation

Particularly valued:

• Experience with backtesting and awareness of common research pitfalls: overfitting, lookahead bias, survivorship bias
• Understanding of systematic trading strategies and quantitative research workflows
• Knowledge of market microstructure
• Experience supporting production research workflows or model deployment in a front-office environment

WHY THIS ROLE

• A top-tier global hedge fund with the data, compute infrastructure and intellectual ambition to work on genuinely hard ML problems in a live trading context
• Collaborative, entrepreneurial systematic macro pod — small, high-calibre team where every person's contribution is visible and valued
• The role spans both model development and infrastructure — you are building the tools and the models, not just one or the other
• Direct collaboration with the Senior Portfolio Manager: your models feed into live trading signals, not internal research reports
• Agentic AI and distributed compute are core to the brief — a forward-thinking team that moves with the technology
• London base — one of the world's deepest pools of systematic macro and ML engineering talent
• Highly competitive total compensation reflecting the seniority and specialisation of this profile

Our client is a Singapore-based proprietary trading firm and market maker in digital assets and tokenised real-world assets, bringing traditional instruments into markets that never close. The team has built and run trading businesses at top-tier global firms and applies that rigour to on-chain markets, where continuous trading and evolving market structure create problems with no existing playbook.

Systems and strategies are built entirely in-house. Traders, researchers and engineers work side by side and good ideas reach live trading quickly. Engineering is AI-native - self-learning loops are built into how the team designs, builds, tests and ships software, so systems improve with every change. With agentic tooling central to how the firm works, each person has the leverage of a much larger team and focuses on the hardest problems.

The Role

Our client is looking for several Trading Systems Engineers to build and scale the low-latency systems that power high-frequency trading across on-chain and traditional markets, working closely with quantitative traders and researchers.

Trading systems engineering still largely works the way it did a decade ago. This role helps define what replaces it. You will engineer latency-critical systems and help decide how trading engineers should work in the age of AI - what agents should own, what they should never touch and how to know the difference.

Prior experience in digital-asset markets is not required.

Responsibilities

• Design and develop low-latency, high-throughput systems for trade execution, order management, real-time market data and exchange connectivity
• Optimise performance and ensure operational stability through profiling, tuning and architectural improvements
• Lead by example in using AI agents to ship faster without compromising reliability, so your practices become how the whole team works
• Shape the self-learning loops in the SDLC: the evals, telemetry and feedback that turn production signals into better agent context, tooling and tests
• Set the rules for where agents can act on their own and where human review is required, especially for code on the live trading path
• Work alongside quantitative traders and researchers to turn trading ideas into production-grade systems

Requirements

• A strong track record of building and maintaining low-latency systems for algorithmic trading
• Deep understanding of trading system architecture - exchange and broker connectivity, order management, pricing and risk engines, smart order routing and how the strategies running on them make and lose money
• 3–5+ years building low-latency trading systems in production.
• Experience working directly with traders or researchers on strategies, research or simulation tooling
• Strong low-level systems engineering skills with hands-on experience in performance tuning, monitoring and debugging
• Genuine, demonstrated use of AI agents in your engineering work - beyond autocomplete, handing over whole tasks and judging the results
• Strong, well-reasoned views on how AI should change trading systems engineering and where it shouldn’t be trusted
• Sound judgment about risk - you know when AI output can’t be trusted and you act to limit the damage
• Ownership mentality - you’d rather own a problem end to end than hand it off

Why Join

• Build with real backing - leadership is investing in AI and agentic tooling as core strategy, not a side project
• Work alongside people who have built and run trading businesses at leading HFT prop trading firms, market makers and hedge funds.
• Relocation to Singapore supported

Platinum & Partners is retained by a top-tier global hedge fund to identify a Quantitative Developer for a small, collaborative and entrepreneurial systematic macro team based in Paris. You will join in building the trading and research infrastructure that underpins a dynamic, fast-paced quantitative investment process — with direct exposure to a live trading environment and real opportunities for career growth.

Notably, this role carries the genuine potential to evolve into a research position over time for the right candidate. The firm wants someone who can start as soon as possible.

THE ROLE

• Design, code and maintain the team's infrastructure in Python, using in-house tools alongside Git, Airflow, Jenkins and Podman
• Own the data ETL and data gathering process end-to-end
• Improve the performance and reliability of the team's research infrastructure
• Perform data analysis and generate live and historical analytical reports
• Stay current on state-of-the-art technologies, technical libraries and computing environments
• Collaborate with the Senior Portfolio Manager and trading group in a transparent environment with direct exposure to live trading

WHAT THEY ARE LOOKING FOR

• Bachelor's or Master's degree in Computer Science or Engineering
• 2+ years of professional Python programming experience
• 2–3+ years of developer experience at a bank or quantitative hedge fund — candidates from both buy-side and sell-side are welcome
• Strong familiarity with Linux: shell and command line tools
• Experience building quantitative tools for research environments
• Excellent communication, analytical and quantitative problem-solving skills

WHY THIS ROLE

• A top-tier global hedge fund with the infrastructure, data and intellectual ambition to support serious quantitative work
• Small, entrepreneurial team — direct access to the Senior Portfolio Manager, real ownership of the infrastructure you build
• Genuine growth path: the role has explicit potential to evolve into a quantitative research position for the right candidate
• Paris base — a growing hub for systematic and quantitative investment talent, and an exceptional place to build a career
• Dynamic, fast-paced environment with direct exposure to live systematic macro trading

Platinum & Partners is working with a top-tier systematic hedge fund in New York to hire a Quantitative Developer to join a small, high-performing trading technology team. This is a hands-on engineering role — not a research or modelling seat.

The firm wants a sharp, pragmatic developer who has worked in a lean environment, knows what it means to support live traders, and can move quickly across multiple projects without losing quality. If you thrive in a small team, take pride in clean, fast code, and want to work directly alongside traders rather than behind layers of process — this is the role.

One important note: this firm is explicitly not looking for PhD or MFE candidates. Strong engineering instincts and real trading environment experience will outperform academic credentials here every time.

THE ROLE

• Build, maintain and improve the tools and systems that traders use daily — live support is a core part of the job, not an afterthought
• Work across a broad range of projects simultaneously in a fast-moving environment where priorities shift and speed matters
• Collaborate directly with traders and researchers to understand what they need and deliver it quickly
• Contribute to and improve the firm's core tech stack across data pipelines, execution tooling and analytics
• Operate as a generalist developer who can move between Python, front-end tooling and systems-level work as needed

WHAT THEY ARE LOOKING FOR

• Proven software engineering experience in a finance or trading environment — this is not a role for someone straight out of academia or a first job
• Strong preference for candidates who have worked on a small team — a startup, a new trading pod, or a lean engineering team where you owned a lot and moved fast
• Very strong Python — this is non-negotiable and the primary lens through which your application will be assessed
• Comfort with Linux environments
• Familiarity with any of the following is a meaningful plus, in roughly this order of priority: JavaScript / React, Airflow / Redis, C++ / Rust
• Comfortable working at pace, juggling multiple projects and pivoting quickly — this is not a slow-moving environment
• Trader-facing experience: you are not uncomfortable picking up the phone when something breaks in production
• A pragmatic, engineering-first mindset: you write code that works, ships quickly and can be maintained

WHY THIS ROLE

• Work inside a top-tier systematic hedge fund with direct access to traders and real impact on daily performance
• Small, technically strong team — no bureaucracy, no long chains of approval, genuine ownership of what you build
• Breadth of work: you will touch data infrastructure, front-end tooling, execution systems and more — not siloed into one narrow function
• New York City — in the room with the people whose problems you are solving
• Highly competitive compensation for the right candidate

ABOUT PLATINUM & PARTNERS

Platinum & Partners is the specialist quant and systematic executive search firm. Retained and exclusive mandates only. All candidate conversations handled in complete confidence.

We are working exclusively with a leading proprietary trading firm specialising in high-frequency trading across global financial markets. Founded by professionals from some of the world's top electronic trading houses, the team brings together talent from elite prop desks, systematic trading operations and high-performance engineering backgrounds. Based in Dubai and scaling aggressively, the firm is building out its quant engineering function and looking for exceptional C++ talent to join at a pivotal moment in their growth.

The Role

As Quantitative Developer, you will sit at the intersection of quant research and high-performance engineering — taking full ownership of the strategy codebase and driving the research-to-production pipeline. Working directly alongside quant researchers and senior traders, you will implement, optimise and maintain ultra-low-latency trading strategies that operate at the cutting edge of execution speed.

Key Responsibilities

• Take ownership of live strategy code — refactoring, profiling and optimising for maximum performance
• Collaborate with quant researchers to translate models and signals into production-grade C++ implementations
• Design and implement new trading strategies with ultra-low-latency front of mind
• Own latency-critical components and drive tick-to-trade improvements across the stack
• Shorten the idea-to-production cycle by building cleaner handoffs between research and engineering
• Monitor live strategies using Prometheus and Grafana; maintain system observability

Requirements

• Proven background at a prop trading firm, HFT shop or systematic trading operation — non-negotiable
• Expert-level Modern C++ (17/20): low-latency, high-performance, production-grade code
• Strong command of multithreading, concurrency and lock-free data structures
• Solid quantitative foundation — financial mathematics, statistics, algorithms and data structures
• Genuine understanding of market microstructure, HFT dynamics and execution latency
• Dubai-based or genuinely committed to relocating

What's on Offer

• Highly competitive compensation package
• Full ownership of trading strategy code — direct impact on firm P&L
• Work alongside world-class traders and quant researchers in a lean, high-performance environment

Location: Dubai, UAE (on-site)

Type: Permanent | Full-Time

Platinum & Partners is retained by a top-tier global hedge fund to identify a Quantitative Developer for a small, highly collaborative systematic investment team in New York. This team operates across multiple asset classes and regions, with a strong focus on machine learning techniques applied to fully systematic portfolio trading.

This is a pure engineering seat inside a high-performance quantitative environment — you will be building the critical infrastructure that the team's trading and research depends on. The firm is moving quickly and is looking for someone who can start as soon as possible.

THE ROLE

• Partner closely with quantitative researchers to develop innovative tools for low-latency systematic trading
• Implement and operate systems enabling large-scale quantitative research — high-throughput computation, distributed processing and performance-critical infrastructure
• Stay current on state-of-the-art technologies: HPC, low-latency systems, parallel processing, technical libraries and computing environments
• Collaborate directly with the Senior Portfolio Manager and trading group across the full investment process — this is a transparent, team-first environment

WHAT THEY ARE LOOKING FOR

• Expert-level C++ — this is the primary requirement and the lens through which every application will be assessed
• Degree in Computer Science, Physics, Engineering, Statistics, Applied Mathematics or a related computational field
• 4–6 years of software engineering experience; financial experience is explicitly not required
• Experience with HPC, distributed computing and parallel processing techniques is strongly preferred

Particularly valued:

• Programming competition background — ACM-ICPC, IOI, TopCoder, Kaggle or equivalent
• High-quality public code on GitHub
• Contributions to notable open-source projects

WHY THIS ROLE

• A top-tier global hedge fund with the infrastructure, capital and intellectual ambition to work on genuinely hard engineering problems
• Small, entrepreneurial team — you will have real ownership and direct impact on trading performance, not be one of many developers in a large function
• No financial background required — the firm hires on engineering excellence and will bring you up to speed on the trading context
• Fast-moving, collaborative environment with excellent opportunities for career growth
• New York City — in the room with the researchers and portfolio managers whose work your systems enable

ABOUT PLATINUM & PARTNERS

Platinum & Partners is the specialist quant and systematic executive search firm. Retained and exclusive mandates only. All candidate conversations handled in complete confidence.

Platinum & Partners is retained by a top-tier global hedge fund to identify a Quantitative Developer for an existing, high-performing quantitative trading pod in New York. This is a hands-on, entrepreneurial role sitting at the intersection of technology, data, research and trading — with direct exposure to the Senior Portfolio Manager and quantitative researchers from day one.

The role spans the full systematic trading stack, with particular focus on research infrastructure, data systems, signal deployment and production monitoring. If you want to own something real, work closely with the people whose research you are enabling, and see your engineering directly influence live trading — this is the seat.

THE ROLE

• Own and continuously improve the team's research platform — backtesting framework, simulation environments and caching/compute layers
• Build and maintain tooling that enables researchers to develop, test and deploy signals efficiently
• Design, organise and maintain large-scale datasets and data pipelines used across research and production
• Productionise and monitor trading signals — ensuring robustness, observability and operational reliability
• Optimise the team's interfaces with central and external systems including execution, risk monitoring and compute/resource management
• Integrate agentic AI workflows where they can meaningfully improve productivity, model development or operational robustness
• Partner closely with researchers and the SPM to translate research needs into scalable engineering solutions

WHAT THEY ARE LOOKING FOR

• 3+ years as a quantitative developer, research engineer or software/data engineer — ideally in a systematic trading or financial context
• Strong Python engineering: clean, scalable, production-quality code; experience with performance optimisation and parallel/distributed workloads
• Familiarity with distributed compute and orchestration tools — Kubernetes, Ray, Dask, Polars, Slurm or similar
• Strong Linux experience
• SQL proficiency; familiarity with modern data warehouses such as Snowflake is a plus
• Solid understanding of system design, design patterns and data architecture
• Experience building or supporting research platforms, simulation frameworks or quantitative data infrastructure
• Experience supporting deployment, monitoring and maintenance of live research outputs or trading models
• Comfortable working in a fast-paced, iterative environment alongside researchers — you translate what they need into engineering reality

WHY THIS ROLE

• A top-tier global hedge fund with the infrastructure, data and capital to work on genuinely hard quantitative engineering problems
• Direct partnership with the SPM and research team — you are not a back-office function, you are embedded in the investment process
• Full ownership of the research platform and data infrastructure — real engineering responsibility, not ticket-driven maintenance
• Agentic AI integration is part of the brief — a forward-thinking team that moves with the technology
• Base $150,000–$200,000 with discretionary performance bonus reflecting the firm's Tier 1 position — total compensation is significantly above the base range
• New York City — in the room with the people whose work your systems power

ABOUT PLATINUM & PARTNERS

Platinum & Partners is the specialist quant and systematic executive search firm. Retained and exclusive mandates only. All candidate conversations handled in complete confidence.

Platinum & Partners is retained by a top-tier global hedge fund to identify an Applied ML Engineer for a newly formed systematic equities pod deploying intraday mean reversion and microstructure strategies. This is a hands-on engineering role at the sharp end of live alpha generation — you will be developing, optimising and deploying machine learning models that feed directly into production trading signals.

The focus is tree-based ensemble methods applied to high-frequency financial data, working closely with the Portfolio Manager and quantitative researchers to turn ML models into live trading output. The firm wants someone who can start as soon as possible.

THE ROLE

• Develop and optimise tree-based ensemble models — LightGBM, XGBoost, CatBoost — for intraday alpha prediction
• Design and implement end-to-end ML pipelines: feature engineering, training, validation, deployment and monitoring
• Build robust cross-validation frameworks adapted to financial time-series — purged k-fold, walk-forward and similar
• Engineer features from market microstructure data: order flow imbalance, spread dynamics, volume patterns and cross-asset signals
• Implement model explainability tools — SHAP, feature importance — to understand and validate signal sources
• Optimise model inference for low-latency production deployment
• Monitor model performance in production: detect drift, staleness and regime changes
• Collaborate with the C++ developer to integrate ML predictions into the real-time trading engine
• Experiment with TabPFN and other rapid-prototyping tools for fast signal discovery

WHAT THEY ARE LOOKING FOR

• Master's degree in Computer Science, Statistics, Mathematics, Machine Learning or a related quantitative field
• 3+ years of experience building and deploying ML models in a production environment — finance experience preferred
• Deep expertise in tree-based ensemble methods: LightGBM, XGBoost, CatBoost — including hyperparameter tuning, regularisation and feature selection
• Strong Python: scikit-learn, Polars/Pandas, NumPy
• Strong understanding of overfitting, data leakage and proper evaluation methodology for financial time-series
• Ability to explain model behaviour clearly to non-ML stakeholders — communication matters here
• Familiarity with AI-assisted development tools is a plus
• Experience with financial market data — tick data, order book, corporate actions — and knowledge of market microstructure and intraday trading dynamics are both meaningful advantages

WHY THIS ROLE

• A top-tier global hedge fund with the data infrastructure, capital and intellectual environment to work on genuinely hard ML problems
• Newly formed pod — you are building something from the ground up, not maintaining someone else's legacy system
• Direct collaboration with the Portfolio Manager and researchers — your models go straight into live trading, not into a report
• Intraday mean reversion and microstructure strategies are among the most technically demanding areas of systematic equities — this is frontier work
• Base $150,000–$200,000 with a discretionary performance bonus reflecting the firm's Tier 1 position — total compensation is significantly above the base range
• New York City — embedded in the team whose performance depends on what you build

ABOUT PLATINUM & PARTNERS

Platinum & Partners is the specialist quant and systematic executive search firm. Retained and exclusive mandates only. All candidate conversations handled in complete confidence.

Our client is a well-established, high-performance proprietary trading firm operating in the quantitative and systematic space. Founded by alumni of some of the most respected names in global trading, the team combines deep expertise in systematic strategies, quantitative research and high-performance engineering. The firm operates globally with sophisticated, low-latency technology at the core of everything they do.

The culture is flat, intellectually rigorous and fast-moving — engineers, researchers and traders work side by side, and your work has a direct, measurable impact on performance. The firm is headquartered in Dubai and is actively expanding.

The Role

We are looking for a mid-level C++ Software Engineer to join the firm’s core engineering team, focused on building new market link connectivity and reducing latency across trading systems. This sits at the heart of the firm’s competitive edge — hands-on work where the quality of your code has a direct commercial impact.

The role is remote-first. Candidates based in Europe or the Middle East are strongly preferred. Relocation to Dubai is welcomed and supported.

Key Responsibilities

• Design and implement new market links and connectivity tools across major trading venues

• Improve and maintain high-load, low-latency C++ applications in a live trading environment

• Actively reduce latency to optimise trading system performance

• Ensure operational reliability and stability of core infrastructure as the firm scales

• Collaborate closely with trading, data and engineering teams

What We’re Looking For

Essential:

• 3–5 years of C++ development experience in a low-latency or HFT environment. Candidates MUST have worked at a hedge fund, prop trading firm or market maker — applications from general technology firms will not be considered

• Experience with high-load, low-latency systems and performance optimisation

• Strong grasp of algorithms, data structures and design patterns

• Solid networking fundamentals — REST, WebSockets and related protocols

• Backgrounds from prop trading firms, market makers, quant hedge funds or systematic trading firms are of particular interest

Desirable:

• Knowledge of FIX protocol and exchange connectivity

• Familiarity with AWS, Kubernetes, Prometheus, Grafana or Kibana

• Basic Python and Kafka experience

What’s on Offer

• Base salary of $120,000–$150,000 plus performance bonus

• Exposure to real HFT systems with direct influence on latency-sensitive infrastructure

• Flat structure, strong engineering culture and a clear growth path

• Remote-first with the option to relocate to Dubai

A systematic crypto trading firm is hiring quantitative talent to run and scale market-making, statistical-arbitrage and funding/basis strategies across centralised exchanges, perpetuals, options and on-chain venues. We are looking for buy-side or prop backgrounds, not exchange-side or retail platform engineers.

Crypto Quantitative Researcher

• Research and deploy alpha, market-making and execution strategies in spot, perpetuals and options (Deribit, Binance, OKX, CME, on-chain DEX liquidity)
• Model funding, basis, volatility surface and cross-venue dislocations; build inventory, hedging and risk-limit logic
• Run backtests on tick and order-book data with realistic fees, latency and liquidity assumptions
• Requirements: 3+ years of systematic trading research (crypto, HFT, stat-arb or options market making); strong statistics and Python; a record of strategies taken live; PhD or equivalent quantitative training valued

Crypto Quantitative Developer

• Build low-latency connectivity, order management, market-data, simulation and risk systems across multiple exchanges and venues
• Own production reliability: monitoring, failover, reconciliation and exchange API change management
• Support research with scalable data and backtesting infrastructure
• Requirements: strong C++, Rust, Go or Python in a trading environment; multi-venue connectivity and market-data experience; prior crypto or HFT market-making stack preferred

Not a fit: retail trading-bot builders, exchange or wallet engineers without trading P&L exposure, sell-side flow desks.