Global Alpha Trader (GLOBAL)
The Global Alpha Trader programme lets contractors run systematic strategies on Trexquant’s platform. It is intended for traders with an existing strategy record and pays a share of realised strategy profits.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Port an established strategy into the firm’s simulation environment
- Evaluate medium-frequency portfolios and statistical models
- Submit strategies for review before live execution
- Analyse results using the firm’s data and trading infrastructure
What they ask for
Required
- Systematic-strategy track record
- Quantitative modelling
- Python with NumPy and pandas
- Research and portfolio simulation
- Education
- Bachelor, master or doctoral study in maths, engineering, computing, statistics or a related subject.
- Experience
- At least one year operating systematic strategies; exceptional simulation-only applicants may be considered.
- Languages and tools
- Markets
- equities, futures, fx, commodities, credit, options
How to prepare
- Prepare evidence of live performance and explain risk limits
- Reconcile a backtest against actual execution outcomes
- Demonstrate a strategy’s sensitivity to costs and capacity
What to study
- Portfolio Theory and Quantitative Investment
- Quantitative Risk Management
- Financial Instruments, Markets and Conventions
The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Trexquant’s site before applying: requirements, location and pay can change after we check them.
View the posting on Trexquant’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Trexquant and doesn’t handle applications.