Senior ETF Systematic Research & Strategy Lead

J K Barnes; New York (NY); On-site; USD 180,000 - 260,000; Full time

Job summary

J K Barnes is seeking an experienced systematic ETF researcher to turn differentiated research into profitable live trading strategies. The role focuses on ETF alpha generation, portfolio construction and developing tools connecting ideas with trading.

Ideal candidates will combine deep ETF knowledge with rigorous quantitative research and have a track record in live trading of ETF or closely related strategies. Based in New York or Chicago, leadership experience is valued.

Qualifications

• Demonstrated track record of ETF or closely related systematic strategies reaching live trading.
• Strong Python skills with substantial financial datasets.
• Rigorous statistical research and backtesting experience.

Responsibilities

• Develop differentiated ETF signals, features and trading strategies.
• Research relationships between ETFs, underlying baskets and related instruments.
• Identify opportunities from relative value, flows, liquidity, market structure and pricing dislocations.
• Design robust backtests incorporating transaction costs, execution constraints and portfolio risk.
• Translate research into live strategies in partnership with trading and engineering colleagues.
• Improve portfolio construction, signal combination and performance attribution.
• Build research tools and datasets that increase the speed and quality of strategy development.
• For leadership-level candidates, help shape the research agenda and develop other researchers.

Skills

Python

Quantitative research

Backtesting

Data analysis

ETF mechanics

Portfolio construction

Job description

J K Barnes is seeking an experienced systematic ETF researcher to turn differentiated research into profitable live trading strategies. The role focuses on ETF alpha generation, portfolio construction and developing tools connecting ideas with trading.

Ideal candidates will combine deep ETF knowledge with rigorous quantitative research and have a track record in live trading of ETF or closely related strategies. Based in New York or Chicago, leadership experience is valued.