A high performing quant trading firm has delivered exceptional returns over the last several years by utilizing technological advancements and data analysis to achieve exceptional investment gains. They are a close-knit, and exceptionally skilled group of quants, and technologists that work collaboratively to generate edge in the markets. As a result of their high performance, they are looking to differentiate in quant trading strategies, and more specifically are looking to expand in the quant equities markets.
Responsibilities:
- Conduct research, create, and execute an array of high-frequency trading tactics, employing quantitative models and algorithms to generate profits for the company. Devise systematic approaches using Python or C++ to craft strategies that yield favorable results.
- Guarantee comprehensive project quality and security while collaborating with a team of traders, researchers, and technologists. Together, devise and execute trading tactics that leverage market opportunities.
- Keep a vigilant eye on market trends and adapt trading strategies in real-time to optimize gains and reduce potential risks.
- Supervise the firm's level of risk exposure and guarantee adherence to both regulatory mandates and internal policies.
Requirements:
- 4+ years of experience managing high-frequency trading strategies in a systematic prop trading environment
- Strong quantitative skills, with experience in statistical analysis, data science
- Deep understanding of risk management principles and the ability to manage risk exposure effectively
- Experience with U.S. or global equities
- Hands on programming experience with Python, C++, or Java
Perks:
- A collaborative yet entrepreneurial environment that encourages constant innovation and growth through the development of elite trading technologies
- PnL split (%) or bonus based on strategy performance
