Job Title: Quantitative Portfolio Manager (HFT / Statistical Arbitrage)
Location: Remote
Compensation: Competitive pay-out (20%–40%+ based on Sharpe)
Confidential Search – Client details shared after initial conversation
About the Opportunity
We are conducting a confidential search on behalf of a specialist quantitative capital platform focused exclusively on partnering with high-performing Portfolio Managers in High Frequency Trading (HFT) and Statistical Arbitrage.
This platform works with Portfolio Managers through:
The model is built to allow Portfolio Managers to operate with autonomy, supported by world-class technology and direct engagement with senior leadership.
The Role
We are seeking Quantitative Portfolio Managers trading:
Asset Classes
Performance Profile
What Makes This Platform Different
1. Remote-First Lifestyle
Operate fully remotely with institutional-grade infrastructure.
2. Direct Founder Engagement
Work 1:1 with a highly respected practitioner in the quantitative space. The founder actively supports PM growth, business development, and strategic scaling.
3. Fast Capital Allocation Decisions
Flat organizational structure enables rapid evaluation and deployment of capital.
4. Institutional-Grade Technology
A proprietary, highly sophisticated technology stack built from scratch.
Portfolio Managers focus on alpha generation — infrastructure, execution support, and operational layers are fully managed.
5. Flexible IP Structures
6. Competitive Economics
Next Steps
This is a confidential mandate. Client details will be shared following an initial conversation and qualification process.
If you are a Quantitative Portfolio Manager seeking scalable capital, institutional infrastructure, and a founder-aligned partnership model, we would welcome a private discussion.