Quantitative Researcher/Trader
Senior Quantitative Trader - ETFs
Location: London / Paris
Firm: Tier 1 Hedge Fund / Systematic Trading Platform
Overview
A leading hedge fund is looking to hire a Senior Quantitative Trader focused on ETFs and related delta-one products. The role sits within a systematic trading team responsible for identifying and monetising inefficiencies across ETF markets, including arbitrage, relative value, and flow-driven opportunities.
The position offers direct ownership of trading strategies, working closely with researchers and developers to drive performance across high- and mid-frequency horizons.
Key Responsibilities
- Design, implement, and manage systematic ETF trading strategies (arbitrage, statistical arbitrage, relative value)
- Trade ETFs and related instruments including futures, baskets, and index derivatives
- Identify and exploit pricing inefficiencies between ETFs, underlying baskets, and derivatives
- Develop and optimise alpha signals driven by flows, liquidity, and market microstructure
- Monitor and improve execution performance, including slippage, market impact, and fill quality
- Manage risk, position sizing, and portfolio exposure across strategies
- Collaborate with quantitative researchers and developers to enhance models and execution frameworks
- Oversee live trading, performance monitoring, and continuous optimisation of deployed strategies
Candidate Profile
- 5-10+ years' experience in a quantitative trading role, ideally at a hedge fund or proprietary trading firm
- Proven track record trading ETFs, equity indices, or delta-one strategies
- Experience across arbitrage, market-making, or relative value trading
- Strong understanding of:
- ETF structure (creation/redemption, AP flow, basket construction)
- Index arbitrage and rebalancing dynamics
- Market microstructure and execution
- Strong programming ability in Python and/or C++
- Demonstrated ability to own PnL and manage risk in a live trading environment
Preferred Experience
- Background in high-frequency or intraday systematic trading
- Experience incorporating ETF flows or positioning data into alpha generation
- Familiarity with low-latency trading systems and execution optimisation
- Cross-asset exposure (equities, futures, FX, commodities)
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