I am working with a leading systematic hedge fund within the equity/futures space. They are actively building out their US business and expanding their New York and Chicago offices. The firm are looking for Quantitative Traders/Researchers and Portfolio Managers to build out new desks or to join existing teams as Senior Quants. The firm have a strong track record, low turnover rate and can offer an impressive platform and infrastructure to get up and running quickly.
Role:
Senior position within existing team or new desk build out
Researching signals within high-mid frequency trading strategies - cash equities or futures
Risk management of portfolio
Working with central infrastructure/development team to deploy trading strategies
Requirements:
Technical Master/PhD degree, including but not limited to, Mathematics, Statistics, Computer Science, Financial Engineering or Physics. Strong GPAs required
Minimum 5 years' experience in a systematic trading setting
Experience in alpha research for systematic trading strategies across traditional asset classes
Competence in Python and/or C++
Demonstrable strong track record and potential proposals
Proficiency in risk management and data analytical skills
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