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Quantitative Strategist | Multi-Strat Hedge Fund

  • Job type: Permanent
  • Location: New York
  • Salary: US$285000 - US$600000 per year
  • Job reference: 293213/016_1557520675
  • Sector: Selby Jennings, Quantitative Trading
  • Date posted: 10/05/2019

I'm working with a rapidly growing systematic hedge fund in NYC that is looking to bring on algorithmic traders who have a successful track record in running automated trading strategies. The ideal candidate will be someone who has historically been successful trading medium and high-frequency systematic trading strategies across equities, futures and FX.

Responsibilities:

  • Systematic Discovery of alpha signals

  • Research and development of sophisticated strategies at a medium to high frequency

  • Back-testing of strategies and microstructure research within equities, futures and FX markets

  • Incorporating machine learning techniques into systematic strategy research and development

  • Collaboration with other team members and other groups in order to drive productivity

The ideal candidate should possess:

  • 4-8 years of experience in medium to high-frequency systematic trading

  • Strong research capabilities proven by a track record of success

  • Exceptional programming skills (Python, R, C++, etc.)

  • Ph.D. in a computational field

  • Experience in applying ML techniques

  • Ability to work with and manage a team

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