Systematic Equities Trading

  • 250,000-1,000,000
  • New York, NY, USA
  • Permanent, Full time
  • Non-disclosed
  • 23 Sep 16

Statistical arbitrage fund looking for quantitative research/trader help build out a new desk. This is an opportunity to help a premier firm build out a business within Equities.

  • Research and implement trading signals for global cash equities that can be traded in a systematic intermediate to long term market neutral portfolio.
  • Identify and collect market data required for alpha generation; form and test investment hypotheses; implement trading signals in automated production processes.
  • Participate in collaborative portfolio management, including signal aggregation, portfolio optimization, transaction cost management, risk targeting and risk exposure management.
  • Monitor the performance of trading models and analyze signal and return attribution as requested by management.
  • Interact with other departments – technology, operations, trading, marketing and accounting – to ensure current and proposed ideas are implemented, monitored and executed efficiently and accurately.
  • Regularly present findings and ideas to management and investment committee.
  • Complete other projects / collaborate with other team members as requested by management.
  • 4 plus years or more experience in systematic equities trading, in global equities, market neutral, intermediate to long term space.
  • Substantial responsibility developing and implementing a broad variety of alpha signals and managing a sizable trading portfolio.
  • Advanced programming experience in languages suited for quantitative modeling.