Quant Strat/Trader for HFT Cash/Futures/Commodities

HRB; New York (NY); On-site; USD 90,000 - 150,000; Full time

Job summary

An established industry player is seeking a talented Quantitative Strategist to join their dynamic team in New York. This role offers an exciting opportunity to design and manage systematic trading strategies across diverse asset classes, including Fixed Income, FX, Equities, and Commodities. With a strong emphasis on collaboration and innovation, you will leverage existing technology and research platforms to deploy your strategies effectively. Ideal candidates will possess a robust background in programming with C++ and Python, along with a deep understanding of alpha generation and portfolio management. If you're ready to make an impact in the world of quantitative trading, this position is for you!

Qualifications

• Minimum 3 years in prop trading, quantitative trading, or electronic trading.
• Strong programming skills in C++ and Python are essential.

Responsibilities

• Design and manage profitable systematic trading strategies across various markets.
• Collaborate with technology and trading experts for implementation.

Skills

C++ Programming

Python Programming

Alpha Generation

Portfolio Management

Communication Skills

Linux Knowledge

Education

B.S. in Engineering

M.S. in Mathematics

PhD in Physics

PhD in Statistics

PhD in Computer Science

Tools

Code Repository Management

Job description

Location: New York (Midtown) office.

Role: Quantitative strategist.

Team: Quantitative Strategies Trading

Key Responsibilities:

1. Designing, developing and managing profitable systematic trading strategies in US Cash and Futures FI, FX, Equity and Commodities markets.
2. The candidate is expected to perform her/his own trading strategy design and research.
3. This role requires high level development in C++ and Python.
4. Collaboration with the team’s technology and trading experts for production implementation.

The team is particularly interested in candidates with expertise in the following:

• Fundamental data / economic event driven strategies
• Commodities systematic strategies (Energy, Metals, Agricultural)
• Cash FX systematic strategies
• Liquidity taking strategies

This is an opportunity to work as a member of a small group of talented individuals that develop cutting edge algorithmic trading strategies (intraday and overnight) on a wide range of asset classes (Fixed Income, FX, Equities, Commodities).

The strategist will have the opportunity to deploy its trading strategy with limited infrastructure build time by leveraging an existing successful technology and research platform.

Minimum Requirements:

• Education: B.S., M.S. or PhD in engineering, mathematics, physics, statistics, computer science
• Seniority: Minimum of 3 years of experience working on a prop trading, quantitative trading or electronic trading desk (investment bank, hedge fund, etc.).
• Skills:
  • Significant experience with alpha generation and portfolio management.
  • Ability to deploy and manage a trading strategy from inception.
  • Strong programming skills (C++ and Python preferred)
  • Working knowledge of Linux and code repository management preferred.
  • Self-motivated, hard-working and creative personality.
  • Clear and confident communication skills.

Solid compensation package is offered to the right candidate.