Quantitative Systematic Equity Trader

Old Mission; New York (NY); On-site; USD 150,000 - 225,000; Full time

Benefits offered by this job

Fully paid Medical, Dental, Vision

Discretionary bonus

401(k) with employer match

Paid Vacation, Sick, Parental leaves

Commuter benefits

On-site meals

Job summary

Old Mission is seeking a Systematic Equity Trader in New York City to develop and implement systematic equity strategies within our low-latency trading framework, leveraging Python and C++.

You will collaborate with engineering and research teams on intraday alpha research, data gathering, model implementation, and risk management to generate superior risk-adjusted returns. The role offers a competitive base salary and a discretionary bonus, plus comprehensive benefits.

Qualifications

• Bachelor’s degree or equivalent in Computer Science, Engineering, Mathematics, Statistics, Finance, Economics, or a related technical or scientific field.
• Extensive experience in quantitative/systematic trading, ideally in cash equities or equity derivatives.
• Full stack trading strategy development including model/signal generation, strategy, execution, optimization, and risk management.
• Ability to write software in Python, C++, or both.
• Excellent written and oral communication skills.
• Self-starter with a strong desire to build a successful trading desk at Old Mission.

Responsibilities

• Work with engineering and research to develop proprietary trading strategies, pricing models, and risk management techniques.
• Collaborate on intraday alpha research, data gathering, analysis, and model implementation for systematic trading strategies.
• Use data science and statistical learning to build predictive models from diverse datasets.
• Design and implement short-term trading strategies using Python and C++ within Old Mission’s low-latency infra to improve returns.

Skills

Python

C++

Quantitative trading

Communication

Education

Bachelor's degree

Job description

Old Mission is seeking a Systematic Equity Trader in New York City to develop and implement systematic equity strategies within our low-latency trading framework, leveraging Python and C++.

You will collaborate with engineering and research teams on intraday alpha research, data gathering, model implementation, and risk management to generate superior risk-adjusted returns. The role offers a competitive base salary and a discretionary bonus, plus comprehensive benefits.