Head of Quant Strategies – Nevermind Limited

Nevermind Limited is a Jersey-based company that will develop and ownsproprietary systematic and AI-driven trading strategies. Our programme will be absolute-return and multi-strategy, trading global futures, FX, equities and options through Interactive Brokers and other top-tier brokers. We are building a small, senior team in Jersey and this is the founding leadership hire for the strategy function.

The role
You will own the firm’s strategy IP end to end: the research agenda, the portfolio of live systematic and AI-driven strategies, capital allocation across them, and model risk. You will also monitor execution — fill quality, slippage, risk limits and live P&L — so that what trades matches what was researched. You are accountable for the performance of the strategy book and for the integrity of everything that runs in it.

What you will do
•      Set and drive the research agenda: which strategies and models to build, improve or retire across futures, FX, equities and options

•      Own the strategy portfolio: allocation across strategies, risk budgeting, correlation and drawdown management at book level

•      Lead research: hypothesis design, backtesting standards, ML/AI model development and validation, overfitting and leakage controls

•      Define the promotion process from backtest to paper to live, and sign off each stage

•      Monitor execution daily: fill quality, slippage versus model, transaction costs and broker performance across IBKR and other brokers

•      Oversee live risk: position limits, exposure, margin, drawdown stops and kill-switch procedures, working with the Quant Engineer on automation

•      Produce monthly performance, risk and attribution reporting for management and investors

•      Hire and lead additional quant researchers and traders as the programme grows

Must-have
•      7+ years in systematic trading or quantitative research at a hedge fund, prop firm or asset manager, with at least 3 years owning live strategies with direct P&L responsibility

•      Strong Python (pandas, NumPy, scikit-learn, PyTorch or TensorFlow) and a track record of building and validating machine-learning and AI models for markets

•      Hands-on experience with Interactive Brokers (TWS, IB Gateway, API) and at least one other tier-one broker or prime

•      Deep practical knowledge of futures, FX, equities and listed options: contract specs, rolls, margining, sessions

•      Experience monitoring live execution and risk, and judging when a strategy is behaving outside its research assumptions

•      Based in Jersey, or willing to relocate; eligible to obtain a Jersey work licence (Licensed status)

Preferred
•      Experience at a quantitative or systematic hedge fund

•      Background in multi-strategy or absolute-return programmes (trend, carry, relative value, volatility)

•      Familiarity with QuantConnect/LEAN or a comparable backtest-to-live framework

•      Experience building a strategy team or research function from scratch

•      MSc or PhD in a quantitative discipline

•      Exposure to JFSC regulation, or to FCA/SEC-regulated environments

What we offer
•      A founding leadership seat with ownership of the strategy IP and real influence on team and infrastructure

•      [Base salary] plus a bonus tied to strategy performance

•      Relocation support and assistance with the Jersey licence process

•      Budget for data, compute and tooling, and the latitude to shape the research agenda

How to apply
Send a CV and a short note on a strategy you took from research to live trading — what it did, how you sized it and how you handled its worst draw down.

Please note there is no Application Link at present.  Please email to the Application Email.