Currently we are partnered with a tenured Portfolio Manager at a $20bn AUM Hedge Fund who is looking to grow his team. With a headcount of 5+, the team is ideally looking for experienced quantitative researchers and traders coming from reputable hedge funds, prop trading firms, or systematic trading desks. There is a large emphasis on Stat Arb Equities and Futures experience of 3+ years.
In this role, you will...
- Research, develop and participate in all aspects of systematic trading; from data ingestion, hypothesis generation, and back-testing, to strategy's implementation, and its production performance monitoring
- Assist in the implementation of systematic strategies by running parallel optimized simulations, performing execution analytics, and doing periodic code review
- Troubleshoot and resolve any system-wide issues in the group's research or trading environment
- Review your production performance attribution with the PM, and suggest enhancements to existing trading strategies
- Work closely with the Portfolio Manager, and other team members, to contribute to the team's research direction by recommending new strategies that fit within the group's trading and risk management framework