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Quantitative Trader

Durlston Partners
London
1 day ago
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Summary

A quantitative trader with several years of experience in a small, high-ownership pod structure, covering the full lifecycle of research, modelling, implementation, and daily trading decision-making. Strong record of generating new alpha ideas, improving model efficiency, and contributing to systematic trading strategies across global equities and related products.

Core Strengths

1. Full-Stack Quant Experience

  • End-to-end exposure across research, quant development, and portfolio/trading decisions .
  • Comfortable with tight execution loops and taking ownership of full model pipelines.
  • Experienced in debugging production strategies and improving robustness.

2. Alpha & Feature Innovation

  • Regular contributor of new features, signals, and ML-driven model improvements .
  • Skilled at evaluating new data sources and optimising existing input pipelines.
  • Experience with feature engineering, cross-validation techniques, and model diagnostics.

3. Market Awareness & Risk Sensitivity

  • Background in systematic long/short equities across US and Europe.
  • Additional exposure to fixed income and market-making style risk management .
  • Strong intuition for differentiating model-driven losses vs. risk-management errors .

4. Technical Skills

  • Strong programming background (Python, C++/C#, or similar).
  • Experience with production-grade ML workflows.
  • Familiar with distributed compute, model optimisation, and low-latency considerations.

5. Small-Team Versatility

  • Works in a 4-person pod —responsible for everything from research to deployment.
  • Able to operate independently with minimal structure.
  • Thrives in environments where decisions are fast, data-driven, and collaborative.

Trading & Research Focus

  • Strategies: Systematic L/S equities, with some exposure to fixed-income signals and hedging activities.
  • Style: Medium- to high-frequency stat-arb ideas (non-HFT).
  • Daily Activities:
  • Monitoring model outputs
  • Intraday adjustments to risk
  • Evaluating PnL drivers
  • Running daily research iterations
  • Implementing improvements to execution logic

Practical Achievements

  • Delivered multiple incremental improvements to alpha and risk models.
  • Designed or co-designed new ML-based components that fed directly into PnL improvements.
  • Improved data pipelines and feature computation speed, increasing research efficiency.
  • Helped reduce risk-related drawdowns by identifying and correcting model sensitivities.

Motivations

  • Seeking a more structured, high-performance market-making environment like Optiver.
  • Wants to work with stronger PMs/traders and avoid bottlenecks introduced by inconsistent risk management.

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