Portfolio Manager, High Frequency Trading (HFT) – U.S. Equities (Remote)

Noor Staffing Group; New York (NY); On-site; USD 350,000 - 650,000; Full time

Job summary

Noor Staffing Group is seeking an experienced Portfolio Manager for High Frequency Trading in U.S. equities. You will design and implement systematic trading strategies, optimize latency, and manage risk across a fast-paced trading desk.

The role requires strong programming in Python/C++/Java, deep knowledge of market microstructure, and a track record of delivering consistent, risk-adjusted returns in electronic markets. Highly competitive compensation is expected.

Qualifications

• 5+ years of managing systematic or high-frequency trading strategies.
• Live track record generating alpha in U.S. equity markets.
• Deep understanding of market microstructure and electronic execution.
• Strong programming skills in Python, C++, Java.
• Experience with large-scale market data and low-latency environments.
• Advanced knowledge of probability, statistics, optimization, and quantitative modeling.
• Ability to independently develop, test, and deploy profitable strategies.
• Strong risk management and portfolio construction discipline.

Responsibilities

• Develop, implement, and manage high-frequency trading strategies on U.S. equities.
• Generate risk-adjusted returns within portfolio risk parameters.
• Conduct quantitative research using large datasets, ML, and market microstructure.
• Identify short-term opportunities across venues and optimize execution.
• Collaborate with researchers and engineers to improve performance and scalability.
• Monitor live trading and adjust to maximize profitability while managing risk.
• Analyze costs, slippage, latency, and execution quality to improve efficiency.
• Design models, signals, and execution algorithms for alpha generation.
• Evaluate new data sources and market opportunities to expand capacity.
• Stay updated on regulatory developments affecting electronic trading.

Skills

Market microstructure

High-frequency trading

Low-latency

Python

C++

Java

Risk management

Alpha generation

Quantitative modeling

Data analysis

Education

MS or PhD in quantitative field

Tools

FPGA

GPU acceleration

Cloud computing

Job description

We are seeking an experienced and entrepreneurial Portfolio Manager, High Frequency Trading (HFT) – U.S. Equities to lead the development, execution, and scaling of systematic trading strategies across U.S. equity markets. The Portfolio Manager will be responsible for generating alpha through high-frequency and ultra-low-latency trading strategies, managing portfolio risk, and driving performance through advanced quantitative research, technology innovation, and market microstructure expertise.

This role offers significant autonomy, access to substantial capital, cutting-edge infrastructure, and the opportunity to work alongside world-class quantitative researchers, traders, and engineers.

Key Responsibilities

• Develop, implement, and manage high-frequency trading strategies focused on U.S. equities.
• Generate consistent risk-adjusted returns while adhering to portfolio and firm-level risk parameters.
• Conduct quantitative research utilizing large datasets, statistical modeling, machine learning techniques, and market microstructure analysis.
• Identify and exploit short-term market inefficiencies across exchanges, alternative trading systems, and liquidity venues.
• Collaborate with quantitative researchers and software engineers to optimize strategy performance, execution speed, and scalability.
• Monitor live trading performance and make real-time adjustments to maximize profitability and manage risk.
• Analyze transaction costs, slippage, latency metrics, and execution quality to improve strategy efficiency.
• Design and enhance predictive models, signal generation frameworks, and execution algorithms.
• Evaluate new market opportunities, trading signals, and data sources to expand strategy capacity.
• Maintain a strong understanding of regulatory developments affecting electronic and algorithmic trading.

Required Qualifications

• 5+ years of successful experience managing systematic or high-frequency trading strategies.
• Demonstrated live track record generating alpha in U.S. equity markets.
• Deep understanding of market microstructure, exchange mechanics, order types, and electronic execution.
• Strong programming skills in Python, C++, Java, or similar languages.
• Experience working with large-scale market data and low-latency trading environments.
• Advanced knowledge of probability, statistics, optimization, and quantitative modeling.
• Proven ability to independently develop, test, deploy, and manage profitable trading strategies.
• Strong risk management discipline and portfolio construction expertise.
• Exceptional analytical and problem-solving skills.

Preferred Qualifications

• Prior experience at a leading quantitative hedge fund, proprietary trading firm, or electronic market‑making organization.
• Expertise in ultra‑low‑latency systems and high‑performance computing environments.
• Experience with machine learning applications in financial markets.
• Knowledge of FPGA, GPU acceleration, or hardware optimization techniques.
• Familiarity with cloud‑based research environments and distributed computing systems.
• Advanced degree (MS or PhD) in a quantitative field.

Performance Expectations

• Deliver consistent risk-adjusted returns within assigned capital allocation.
• Identify and deploy new alpha‑generating signals and trading opportunities.
• Improve strategy scalability and execution efficiency.
• Maintain strict adherence to risk limits and compliance requirements.
• Contribute to the firm's intellectual property, research capabilities, and competitive advantage.
• Highly competitive base salary.
• Performance‑based bonus tied directly to strategy profitability.
• Competitive payouts of up to 50% of net profits, scaled according to strategy Sharpe ratio
• Access to best‑in‑class trading technology and research infrastructure.
• Collaborative, entrepreneurial, and performance‑driven culture.

Success Profile

The ideal candidate combines exceptional quantitative aptitude, deep market structure expertise, strong programming capabilities, and a proven ability to generate alpha in highly competitive electronic markets. This individual thrives in a fast‑paced environment, embraces innovation, and possesses the discipline required to manage risk while pursuing aggressive performance objectives.

This can also be tailored for a multi‑manager platform (Millennium, Citadel, Point72, Balyasny, ExodusPoint) or a proprietary trading firm (Jane Street, IMC, Jump, Hudson River Trading, DRW) with different compensation structures and performance expectations.

Salary and Compensation Structure:

• Competitive payouts of up to 50% of net profits, scaled according to strategy Sharpe ratio

Equal Employment Opportunity Statement:

Noor Group is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, veteran status, or any other protected characteristic.

Physical Requirements:

This position does not require the ability to perform the essential functions of the role, which may include standing for extended periods, bending, reaching, and lifting up to 50 pounds on an occasional basis, with or without reasonable accommodation. Physical demands may vary depending on assignment and client‑site requirements.