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High Frequency PM to head up US Equities at leading Hedge Fund

Posted on Jan 27, 2019 by Selby Jennings Buyside

New York, NY
Banking
22 Jan 2019
Annual Salary
Full-Time

We are currently looking for a driven and talented Lead Quant Trader or Portfolio Manager from a recognized High-Frequency Prop Trading firm, Investment Bank or Hedge Fund to spearhead the firm strategic growth and expansion in the US Equities Markets. Our ideal candidate has a competitive fire, an entrepreneurial spirit, and verifiable track record. Candidates must have a demonstrable record of building and running high-Sharpe, high-frequency quantitative model-based trading systems and teams with short term horizon signals of under 10 mins. The candidate will be required to develop algorithmic trading strategies (hands-on) as well as hiring and leading from the front in a managerial position.

Responsibilities

  • Designing, building, testing and implementing new high-Sharpe, automated equities trading strategies (High Frequency to Intraday)
  • Developing and Implementing new statistical models
  • Maintaining a framework for back-testing and reporting trading strategies
  • Designing, implementing, and deploying new trading algorithms
  • Exploring new trading ideas by analyzing data and market structure for patterns
  • Creating tools to interpret data for models
  • Contributing to libraries of analytical computations to support data analysis and trading
  • Developing, augmenting, and calibrating exchange simulators
  • Mentor, develop and grow your teams' expertise
  • As the business grows to hire and train further exceptional talent to support the business
  • Leading and growing elite Quantitative Trading Teams. Lead from the front.
  • Work closely with the executive team to effectively manage risk, cost and IT. The ideal candidate will have
  • MSc or Ph.D. in Mathematics, Statistics, Computer science, Engineering or a related field
  • Three-year verifiable track record
  • Superior Statistical and Probability practitioner
  • Strong commercial experience in Quantitative US Equities trading.
  • Possess a complete understanding of the alpha research and development process
  • Implemented models with high Sharpe into production with significant financial allocation
  • Proficiency in back-testing, simulation, and statistical techniques (auto-regression, auto-correlation, and Principal Component Analysis)
  • Solid data-mining and analysis skills, including experience dealing with a significant amount of data/tick data
  • Substantial expertise in signal generation and statistical models
  • The ability to think rigorously and independently
  • Brilliant problem-solving skills
  • Buy-side experience preferred but not a prerequisite
  • Outstanding Leadership, mentoring and high growth experience
Seeking a High-Frequency Trader from a recognized High-Frequency Prop Trading firm, Investment Bank or Hedge Fund to spearhead a leading hedge funds expansion into US Equities.

Reference: 633442012