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Location

Manhattan, NY | United States

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Job description

My client is a renowned prop firm operating in the HFT and intraday space, with teams globally. The firm is currently looking for Quantitative Traders and PMs, particularly those covering short-term Futures or Equities strategies, who can build or join a desk and trade their own strategies for a % of their PnL.

The firm can offer exceptional resources including market and alternative datasets, monetization support, and exceptional execution infra, allowing strategies to cover low-latency and intraday/MFT, while maintaining low costs and a quick time to market.

They are looking for Quantitative Researchers/Traders or PMs to set up teams. Successful candidates will have a track-record in live systematic trading, with Sharpes of 2+ for mid-frequency strategies, or 5+ for intraday or HFT strategies.

The Role:

• Generating alphas based on analysis of market or alternative data.
• Monetizing signals, monitoring performance of trades and optimising where possible.
• Creating quantitative tools to aid the strategy development process, such as execution algorithms, modelling libraries, etc. for the rest of your trading team to use.

Requirements:

• A degree from a prestigious university in a numerate field. Previous successful candidates have degrees in Engineering, Physics, Mathematics, Computer Science, etc.
• Coding proficiency in at least one language, such as C++ or Python.
• At least three years of experience as a Quantitative Researcher/Trader, where you used sophisticated quant methods for the research and optimisation of strategies.
• You will need to be a confident, resilient, and highly motivated individual, capable of working collaboratively with your colleagues in your office and in other locations.

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Job tags

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Salary

$150k - $200k