• GBP250000 - GBP2500000 per year
  • Manhattan, NY, USA
  • Permanent, Full time
  • Selby Jennings Buyside
  • 2019-01-23

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

  • Location: Manhattan, NY, USA
  • Salary: GBP250000 - GBP2500000 per year
  • Job Type: Full time

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.

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.


  • 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