Quant Researcher

Description:
About the Role:
We are looking for a highly analytical and self-driven Portfolio Manager / Quant Researcher to join our investment and trading team.
The ideal candidate will have strong expertise in quantitative research, portfolio management, derivatives trading, and systematic investment strategies across global markets.
This role involves managing leveraged futures portfolios, building quantitative models, researching new investment opportunities, automating trading and reporting processes, and supporting broader investment initiatives across equities, options, macro strategies, and fund investments.
The candidate should possess strong Python programming skills, deep understanding of futures and options markets, and the ability to independently manage and optimize quantitative trading strategies.
Key Responsibilities:
- Manage leveraged futures portfolios across asset classes including:
Nasdaq Futures (NQ)
Gold Futures (GC)
Other CME products
Execute:
- Monthly portfolio rebalances
- Quarterly futures rolls
- Monitor portfolio risk, leverage exposure, liquidity, and performance metrics.
- Ensure efficient trade execution and operational compliance through IBKR (Interactive Brokers).
- Track portfolio performance and conduct attribution analysis.
- Research and evaluate new asset classes for portfolio inclusion including:
Bitcoin Futures (BTC)
Crude Oil
Fixed Income/Bonds

Commodity & Macro Products
Develop and optimize:
- Leverage models
- Rebalancing frameworks
- Allocation strategies
- Risk-adjusted portfolio construction methodologies
- Build and maintain backtesting frameworks using Python.
- Research and implement systematic trading and investment strategies.
- Analyze macroeconomic and market regime indicators including:
Volatility regimes
Yield curve movements
Cross-asset correlations
Liquidity and risk signals
- Design and evaluate options overlay strategies such as:
Covered Calls on Futures
Tail-Risk Hedges
Volatility Capture Strategies
Put Scanning & Volatility Monitoring
- Develop automated alerting and portfolio risk monitoring systems.
Analytics, Automation & Data Engineering:
- Risk dashboards
- Performance analytics tools
- Portfolio monitoring systems
- Data pipelines
- Earnings tracking
- Portfolio reporting
- Market data ingestion
- Price and volatility alerts
Python:
- Pandas
- NumPy
- Backtesting libraries
- APIs & data feeds
- Optimize data processing and reporting workflows for scalability and accuracy.
- Support due diligence and evaluation of external fund investments.
- Conduct quantitative and qualitative analysis on investment opportunities.
- Build financial models for deal evaluation and investment research.
- Screen and analyze equity positions and portfolio opportunities.
- Prepare investment memos, portfolio insights, and strategic recommendations.
- Support macro, equity, and derivatives research initiatives.
- Produce weekly and monthly portfolio reports with detailed attribution analysis.
- Present investment insights, strategy performance, and risk observations to leadership.
- Maintain investment research documentation and trading logs.
- Collaborate with investment, operations, and technology teams on strategic initiatives