Quantitative Trader; Cross Asset – Systematic Fund

Job title: Quantitative Trader (Cross-Asset)

Firm: Pioneering Quantitative Buy-Side Fund – Multidisciplinary team of Mathematicians, Physicists, Technologists, Academics, and finance industry experts.

Salary: Up to $350,000 starting base + exceptional bonus and package

Location: New York (Hybrid 2/3days onsite)

This firm is a scientific and data-driven systematic fund who are currently at the forefront of computational finance.

As a result of their stellar and continued success in the industry, they’re currently aggressively scaling their quantitative strategies businesses in New York. This is an invaluable opportunity to develop and implement systematic strategies alongside genuine experts in the field of quantitative trading.

• Pioneer of computational finance. Performing at the forefront of the quant industry for the last 3 decades.
• Developing quantitative strategies in systematic trading since the 1990s.
• Trading across an array of investment strategies and products (Equities, Futures, FI, Macro, Vol).
• Multidisciplinary team of exceptional subject matter STEM experts across Mathematics, Physics, Comp Sci, and Engineering.
• Highly collaborative trading environment with data and execution managed centrally.

• Formulate production-ready investment strategies from a multitude of alphas using sophisticated alpha generation and portfolio construction techniques.
• Develop research tools to ascertain patterns in market data and to identify predictive alpha signals.
• Use a multitude of trading simulations and historical market data to formulate productionized investment strategies.
• Monitor signal behaviour and strategy performance over time.
• Lead the full investment lifecycle strategy from signal generation to implementation and execution.

• Academic degree in mathematics, statistics, physics, computer science, or another highly quantitative discipline.
• Knowledge of statistics, market microstructures, and execution methodologies.
• Proficient in either C++ or Python.
• Experience with translating mathematical models and algorithms into code.
• Practical experience of combining alphas and formulating production-ready investment strategies.

If this opportunity is of interest, please apply direct or email me directly at  .