Quantitative Portfolio Strategist: AI-Driven Trading

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 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.