Portfolio Manager​/Quantiative Researcher – Systematic Equity Long​/Short

Everest Quant is a London-based multi-strategy quantitative hedge fund focused on systematic alpha generation across global markets. The firm employs proprietary, research-driven strategies spanning global markets, combining rigorous empirical research, robust risk management, and dynamic portfolio construction. The firm is headquartered in London with a Quantitative Research Office in Budapest, Hungary.

Everest Quant is looking to expand its investment team with highly motivated Systematic Equity Long/Short Portfolio Managers and Quantiative Reseachers to design and implement systematic equity trading strategies across diverse asset classes.

Candidates will be supported by Everest Quant’s institutional infrastructure, risk management framework, and operational resources and work closely with our Quant Research team. Candidates will have the opportunity to gain meaningful capital allocation based on the track‑record, scalability, and risk profile of their strategies, and benefit from meaningful profit‑share based on strategy and overall firm performance.

• Strong preference for individuals with PhD or Masters backgrounds in mathematics, physics or other STEM subjects from leading universities
• Demonstrated ability to develop and backtest systematic equity strategies with a Sharpe ratio of 1.0+ over a 3+ year period in liquid, global markets at a hedge fund or systematic trading firm.
• Deep understanding of financial markets, market microstructure, order execution, and portfolio construction
• Strong technical skills and familiarity with agentic coding tools (eg. Claude Code, Codex, Cursor)
• Expertise in systematic equity long/short strategies, including factor exposure management, transaction cost optimisation, and execution quality.
• Prior experience in researching new strategies and/or managing a team of quant researchers is a plus

• Transparent, performance-based compensation model with a meaningful profit share for strategies developed
• Meaningful capital allocation following 3-month test period and the potential to scale capital based on the performance and risk profile of the strategies
• Access to institutional-grade infrastructure, datasets, and a growing research and trading platform
• Unique opportunity to join a systematic quant hedge fund in its foundational years, with significant capital raised

• Curriculum Vitae (CV) alongside strategy overview and investment thesis (1–2 pages): economic rationale, signal construction, portfolio construction, risk management approach, and capacity estimates.
• Live track record: audited or verified performance where available, including gross and net Sharpe ratio, annualised return, maximum drawdown, and correlation to major equity indices.
• Details of gross annual compensation expectations.
• All materials will be treated with strict confidentiality. We encourage candidates at early stages of consideration to make initial contact before submitting a full track record package.

• Interested candidates should submit their CV and application materials, including strategy overview, track record, and compensation expectations to
• All candidates will be based in the London HQ of Everest Quant on a full-time basis