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Quantitative Trader

Quantitative Trader

CompanyOld Mission
LocationNew York, NY, USA
Salary$175000 – $250000
TypeFull-Time
DegreesBachelor’s
Experience LevelSenior

Requirements

  • Bachelor’s degree, or foreign equivalent, in Electrical Engineering, Mathematics, Statistics or related quantitative field and 6 years of work experience as a Quantitative Trader or related role.
  • 6 years of experience utilizing and formulating quantitative techniques;
  • 6 years of experience in trading strategy implementation (creation of algorithms, running simulations, and analysis)
  • 6 years of experience in researching, testing and developing various algorithmic trading components;
  • 6 years of experience in optimizing program trading ideas and implementing analytical and trade execution software in Matlab, Python, C#, SQL, Perl, and Excel VBA;
  • 6 years of experience utilizing various financial data sourced via Bloomberg, Factset, Reuters
  • 5 years of experience in utilizing various Index Data provided by major Index Providers such as MSCI, FTSE, SPDJI, NASDAQ, CRSP, MVIS, WisdomTree
  • 5 years of experience in forecasting Global Index Changes with high accuracy;
  • 5 years of experience in back testing and automating Index Change forecasting models
  • 5 years of experience in forecasting Global Index Rebalances
  • Understanding of factor risks and various ways of portfolio construction to be able to mitigate said risks; building accurate models that estimate that one is taking the appropriate risk; and
  • Experience of risk modelling and portfolio optimization techniques, creating and building models and optimizing trading strategies using their advanced programming ability.

Responsibilities

  • Take part in disciplined decision making, risk management, and research.
  • Manage the entire trading cycle including signal research, portfolio construction, execution and risk management.
  • Participate in trading and research with a primary focus on global equities. Focus on medium market-neutral systematic trading strategies.
  • Understand index rebalance forecasting and trading, portfolio construction and optimization. Identify, track, or maintain metrics for trading system operations and interpret results of financial analysis procedures.
  • Conduct research in finance, including computational finance and develop and maintain tools for the purpose of quantitative and profit analysis.
  • Research new products to trade and set up proprietary systems and models to facilitate trading. Provide critical feedback on reports on the practicality of the implementation of trading in new products.
  • Undertake research projects related to trading financial instruments and financial products to determine their usefulness, present results, and actively engage in trading strategy implementation (creation of algorithms, running simulations, and analysis).
  • Use knowledge and skills in engineering, mathematics, and computer programming to research, test and develop various algorithmic trading components to formulate ideas and strategies in the trading space. Maintain or modify all financial analytic models in use as necessary.

Preferred Qualifications

    No preferred qualifications provided.