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

Noor Staffing Group; New York (NY); On-site; USD 350,000 - 700,000; Full time

Benefits offered by this job

Competitive base salary

Performance-based bonus up to 50% of净利

Access to cutting-edge trading infra

Job summary

Noor Staffing Group seeks an experienced 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 role offers autonomy, substantial capital access, and collaboration with world-class researchers, traders, and engineers. Responsibilities include developing HFT strategies, optimizing execution speed, managing risk, and driving performance through quantitative research and

Qualifications

• 5+ years of experience managing systematic or high-frequency trading strategies.
• Live track record generating alpha in U.S. equity markets.
• Deep understanding of market microstructure, exchange mechanics, and electronic execution.
• Experience with large-scale market data and low-latency environments.

Responsibilities

• Develop, implement, and manage high-frequency trading strategies focused on U.S. equities.
• Generate consistent risk-adjusted returns within risk parameters.
• Conduct quantitative research using large datasets, statistics, and ML techniques.
• Collaborate with researchers and software engineers to optimize performance and latency.
• Monitor live trading and adjust to maximize profitability and manage risk.
• Analyze costs, slippage, latency, and execution quality to improve efficiency.
• Design predictive models, signal generation, and execution algorithms.
• Evaluate new data sources and market opportunities to expand strategy capacity.
• Maintain knowledge of regulatory developments in electronic trading.

Skills

Quantitative research

Risk management

Analytical thinking

Problem solving

Strong programming skills

Education

MS or PhD in a quantitative field

Tools

Python

C++

Java

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.

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.