Head of Systematic ETF Research / Senior ETF Quantitative Researcher

J K Barnes is conducting a confidential search for an experienced systematic ETF researcher with a track record of turning differentiated research into profitable live trading strategies.The focus is on ETF alpha generation, portfolio construction and the development of research tools that connect investment ideas with trading. We welcome experienced research leaders and senior hands-on researchers ready for broader responsibility.The OpportunityContribute to the development of systematic ETF strategies within a collaborative quantitative trading environment, working closely with researchers, traders and engineers across the research-to-production process.This opportunity will particularly suit someone who combines deep ETF market knowledge with rigorous quantitative research and a clear understanding of how signals translate into commercial results.ResponsibilitiesDevelop differentiated ETF signals, features and trading strategies.Research relationships between ETFs, underlying baskets and related instruments.Identify opportunities arising from relative value, flows, liquidity, market structure and pricing dislocations.Design robust backtests incorporating transaction costs, execution constraints and portfolio risk.Translate research into live strategies in partnership with trading and engineering colleagues.Improve portfolio construction, signal combination and performance attribution.Build research tools and datasets that increase the speed and quality of strategy development.For leadership-level candidates, help shape the research agenda and develop other researchers.Relevant ExperienceA demonstrable record of personally developing ETF or closely related systematic strategies that reached live trading.Strong understanding of ETF mechanics and their implications for pricing, liquidity and alpha generation.Experience in systematic or semi-systematic research, with clear ownership of signals, models or portfolio decisions.Strong Python skills and experience working with substantial financial datasets.Rigorous statistical research, validation and backtesting practices.The ability to explain personal contribution and distinguish it from wider team performance.A collaborative approach to working with traders, researchers and engineers.Experience across intraday and multi-day strategies, equity or fixed-income ETFs, basket relationships, flow modelling or execution-aware portfolio construction would be particularly relevant. Based in New York or Chicago. For leadership consideration, candidates should demonstrate research direction, mentoring or team-building responsibility alongside a strong commercial contribution.Confidential DiscussionWe welcome conversations with established ETF research leaders, experienced quantitative researchers and quantitatively driven traders with genuine alpha-development ownership.To discuss the opportunity confidentially, apply through LinkedIn.