Our client is searching for an experienced Quant Trader to join them in their New York office. The Fund’s investment objective is to deliver a consistent, low volatility, positive return stream with limited drawdowns. At a high level, the trading strategies can be classified as Systematic Strategies which capitalize on opportunities that are identified through quantitative analysis of a wide array of historical data. Depending on your expertise, responsibilities are likely to include: alpha generation; signal enhancement; trading risk management; designing and building the trading logic; implementing systematic drawdown management.
Responsibilities:
- Designing and developing quantitative statistical arbitrage strategies for US, EU and APAC markets by combining multiple price, sentiment, event and fundamental equity quant factors.
- The remit it to develop strategies with holding periods that range from intraday liquidity provision strategies to portfolio trading strategies that have a holding period of <1>
- Depending on your expertise, responsibilities are likely to include: alpha generation; signal enhancement; trading risk management; designing and building the trading logic; implementing systematic drawdown management.
Requirements:
- Expertise developing and testing various alpha strategies, signal tilting/combination logic, prediction indicators, exogenous factors, supply/demand linkage, and Barra.
- Strong quantitative, analytical skills
- Expertise developing statistical arbitrage strategies and managing risk
- Strong understanding of alpha research process
- Prior experience managing a book of at least $50m to $500m GMV
- Ability to codify and implement in Matlab, R, Python
- A strong understanding of risk management including performance/risk attribution analysis and intraday portfolio exposures.
- Strong communication skills
- The ability to work within a team as well as manage your own book
Education:
- MS / PhD in a STEM subject
If you would like to be considered for the position of Quant Trader, or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team
