Head of Quantitative Research
Fasanara Capital is an alternative asset manager offering institutional investors fintech lending and digital asset investment strategies.
Projects
About Fasanara Capital
Fasanara Capital is a London-based alternative asset manager focused on fintech lending and digital asset investing for institutional clients. It offers strategies spanning trade receivables, consumer loans, real estate credit, market-neutral crypto trading, and bespoke multi-asset portfolios. The firm operates a proprietary credit platform integrating a global network of fintech loan originators with machine learning analytics.
Skills
Candidate Availability
Required and preferred rules are kept separate and reflect the wording in the original posting.
About the Role
You will set the research agenda and lead the development and deployment of quantitative trading strategies. You will own the risk framework for research-driven strategies, evaluate live performance, oversee research infrastructure, and lead, recruit, and mentor quantitative researchers.
Requirements
- At least 10 years of front-office quantitative research or trading experience at a leading systematic trading firm.
- Proven experience leading quantitative researchers or managing a research-driven portfolio with profit-and-loss responsibility.
- Deep expertise in statistical arbitrage, mid-frequency equities, futures relative value, or market-making.
- Experience managing risk for systematic strategies, including limits, position sizing, and drawdowns.
- Experience building research processes that prevent overfitting and backtest bias.
- Advanced Python programming ability.
- An advanced degree in mathematics, physics, statistics, computer science, or a related quantitative discipline.
Responsibilities
- Set and prioritise the research agenda across market-making, carry, relative-value, and new strategies.
- Lead research, development, and deployment of new strategies.
- Establish research standards and independently review strategies before capital allocation.
- Ensure production strategies have documented investment cases, cost models, and performance and risk criteria.
- Partner with portfolio managers on signal research, portfolio construction, and capital allocation.
- Direct execution, transaction-cost, market-impact, and residual-risk research.
- Oversee development of market data, order-book data, backtesting, simulation, and research infrastructure.
- Own the risk framework, including position sizing, exposure limits, drawdown limits, and withdrawal criteria.
- Monitor live strategy performance and act on material deviations.
- Develop models for strategy and portfolio risk.
- Assess new-strategy risks before launch.
- Set and review limits with the independent Risk function and report to senior management.
- Lead, develop, recruit, and mentor quantitative researchers.
- Allocate research resources across strategies and portfolio managers.
Benefits
- Performance-related bonus scheme
- Private medical and dental insurance through Bupa, including children's cover
- Life insurance, income protection, and critical illness cover
- Employee Assistance Programme
- Salary sacrifice pension with Hargreaves Lansdown, matched up to 10%
- Enhanced maternity and paternity leave
- Emergency parental leave, emergency childcare, and nursery benefit
- Cycle to Work Scheme
- Charity giving through CAF
- Annual wellbeing budget
- Team socials and annual summer and Christmas parties