High frequency Quant Trader – NYC recruitment
The team specialises in intraday statistical arbitrage, (alpha rather than market making). They have a shared code base and the group operates a transparent structure fostering a collaborative approach. The desk generates around $$25m-$35m per yr on avg and has a Sharpe of 7-10.
We are looking for (2) friendly, collaborative team players with strong research and coding skills. We are open to you PhD subject but historically the team has had success hiring people with computer science, electrical engineering backgrounds. Strong statistical research skills are a must (R) is used extensively. The role will involve researching equity trading ideas based on the microstructure; some event based strategies using machine learning. Strong C++ is also required, you will be responsible for implementation as well as research. We want people with 1-3 years of industry experience working in a high frequency prop group or algorithmic execution. Looking to get someone onboard ASAP; preferably by the end of the month.
$175k base with a target of $250k
Contact James Kennedy
J.kennedy@njfsearch.com