Experienced Quantitative Portfolio Manager or Strategist NY

Kershner Trading Group; New York (NY); Hybrid; USD 180,000 - 350,000; Full time

Job summary

Kershner Trading Group is seeking Experienced Quantitative Portfolio Managers / Strategists for the U.S. equity market and crypto currency. The role emphasizes alpha research, portfolio construction, risk management, and execution across intraday and high-frequency horizons.

Strong academic credentials and a proven track record in profitable systematic trading are required. Offices are in New York, with some options for remote teams.

Qualifications

• MS/PhD in Engineering or Pure Science relevant to quantitative research.
• Experience developing alpha strategies and portfolio construction.
• Proficiency in Python or C++ and one or more additional languages.
• Track record of profitable systematic trading in US equities and crypto.

Responsibilities

• Develop and backtest new trading strategies for US equities and crypto.
• Research signals, risk controls, and execution enhancements.
• Implement strategies in production with scalable infrastructure.
• Collaborate with data and tech teams on datasets and platforms.

Skills

Alpha research

Portfolio construction

Risk management

Trade execution

Artificial Intelligence

Machine Learning

Natural Language Processing

Time Series Prediction

Factor Analysis

Fundamental Equity Valuation

Python

C++

C#

Java

R

Education

MS or PhD in Engineering or Pure Science

Job description

Kershner Trading Group and SMB Capital, a joint venture of leading proprietary trading

and technology firms with offices in New York, Austin, and Chicago, are seeking

Experienced Quantitative Portfolio Managers / Strategists for the U.S. equity market and

Crypto currency.

Kershner Trading Group / SMB Capital is a collaborative research environment and is

seeking individuals with a strong entrepreneurial spirit, exceptional work ethic, and

strong analytical skills to develop new trading strategies. The firm provides a cutting

edge data platform, high performance elastic research and trading infrastructure,

investment capital and trader coaching/support. We provide access to rich datasets

(e.g., tick data, fundamental datasets, sentiment and other alternative datasets), a state-

of-the-art research environment ideal for machine learning, integrated simulation and

production environments with co-located execution engines and advanced risk

management and monitoring tools.

Ideal candidates will have an MS or PhD in an Engineering or Pure Science discipline

with expertise in alpha research, portfolio construction, risk management and trade

execution. Relevant quantitative skill sets include Artificial Intelligence, Machine

Learning, Natural Language Processing, Portfolio Optimization, Linear Programming,

Time Series Prediction, Factor Analysis and/or Fundamental Equity

Valuation. Candidates should have a proficiency in one of the following programming

languages: Python (preferred) and/or C++, C#, Java or R. Candidate should have

recent track record or demonstrate a direct contribution to profitable systematic trading

strategies or process in U.S. Equities and cryptos. Intraday strategies and medium to

high frequency are preferred. Experience with futures, FX and international equity

trading is also a plus. Candidates should have the ability to deploy and manage trading

strategies from inception.

Opportunities are available in the New York office with some options available for

remote teams and team members.