Fully Remote_US Equities Quant PM / Researcher | Flexible Capital & Revenue Share

US Equities Quant Portfolio Manager /Quant ResearcherStrategy Focus: US Equities · Quant · Systematic TradingWhy This RoleDirect Founder Access — Start with a confidential conversation directly with one of the founders.Build & Scale — Join a high-performing quant team with backgrounds from Peking, Tsinghua, MIT, UCLA and other leading universities, and build strategies with real capital.Real Capital, Real Markets — Deploy your ideas in live markets with institutional support.Flexible Setup — Remote / hybrid arrangements with flexibility around how you work.Track-Record-Based Compensation — Competitive terms reflecting your experience and proven performance.Flexible Capital Allocation — Capital allocation tailored to strategy, capacity and risk profile.Attractive Revenue Share — A performance-aligned structure designed to reward strong results.About the OpportunityThe client is a quantitative asset management firm focused on the US equities market. They are expanding their investment team and looking for experienced Portfolio Managers and high-potential Quant Researchers to drive strategy research, trade execution, and full-cycle portfolio management.This is a rare opportunity to join a team that values real strategies, real markets, and real P&L — not titles.Hiring for two tracks:Track 1 — Experienced US Equities Portfolio ManagerYou have independently managed capital and can present a clear, verifiable live track record.We look at:Core strategy logic & methodologyAlpha source & return driversAUM / capital managedAnnualized returnsMax drawdown & risk controlSharpe ratioStrategy capacity & capital limitsTurnover & trading frequencyTransaction cost structure & optimizationLive track record durationAdaptability & portability across market regimesTrack 2 — High-Potential Quant ResearcherYou may not yet be an independent PM, but you come from a consistently profitable core team and have the potential to grow into an independent investment lead.Relevant experience includes:US equities alpha signal researchStatistical arbitrage (Stat Arb)Market neutral strategiesLong/Short equitiesHigh / mid-frequency trading (HFT/MFT)ETF / options market makingDelta One productsExecution alpha & transaction cost controlQuant systems & full-cycle researchWhat We ValueReal contribution over titlesDeep involvement in iterating profitable strategiesCore signal mining & alpha factor researchPortfolio construction & risk attributionTrade execution, order routing & cost optimizationRisk models & real-time monitoringCore trading system / research platform design & maintenanceRequirementsProven experience in US equities quant trading or researchStrong programming skills (Python / C++ / etc.)Singapore / Hong Kong / China Mainland based, or open to relocationMandarin is a plus for cross-office communicationAll conversations are strictly confidentialFirst chat is just a conversation — no pressure, no process, no HR screen.