Job Description
Responsibilities:
- Develop new algorithmic trading strategies
- Work closely with the Portfolio Managers to research, backtest, implement, and monitor profitable low- and high-frequency statistical arbitrage trading strategies for equities
- Development, research, maintenance and risk management of quantitative high frequency automated equity trading strategies.
- Design, calibrate and analyze quantitative pricing, trading and risk control for algorithmic strategies.
- Improve the performance of existing strategies with techniques from machine learning and statistics
- Develop statistical tools to manage models and for portfolio optimization.
- Work closely with Portfolio Managers on trading ideas and model enhancements
- Work closely with software teams on functional requirements, documentation and model testing
Requirements: - Advanced Quantitative Degree in Statistics or Math
- Must have 5+ years of financial markets model development experience
- Programming-Python preferred or other scripting languages (R, Matlab), SQL databases
- Experience working on algorithmic/automated trading models
Keywords: High Frequency, Equity, Trading Strategist, Statistical Modeling, Automated Trading, Risk Management, Portfolio Optimization
Please send resume to Jim Geiger
[email protected]
Job Tags
Full time,