Intraday Trader – High Frequency Strategy R&D – New York recruitment
Intraday Trader – High Frequency Strategy RD - New York
Leading high frequency prop trading firm seeks trading strategy researcher for New York office.
You will be responsible for developing liquidity provision and prop trading strategies for global equity futures exchanges. Research projects will focus on developing strategies for statistical arbitrage and relative value spread trading. You will be responsible for generating trade ideas, researching and back testing strategies and working with IT on implementation. Once strategies are in production, you will be involved in running strategies and managing trading algorithms
There are currently a variety of projects underway and you will have the opportunity to work on different projects based on your experience, interests and expertise.
Key Projects:
• ETF market making.
• ETF vs Futures arbitrage.
• Statistical arbitrage futures.
• Statistical arbitrage equities.
• Statistical arbitrage FX.
• Commodity future spread trading strategies.
• Short term event driven trading using machine readable news and pattern recognition.
• Short term prediction of the market direction.
Requirements
• Experience developing successful systematic prop trading strategies with a Sharpe of 4+
• Ability to work efficiently with big sets of data
• Strong research skills (stats, time series, linear algebra, non-linear regression analysis etc)
• Solid technical skills: Matlab, R, Python, Perl, Linux shell
• Programming skills useful (C++)
• Team oriented, able to work in a collaborative environment trade research environment
• Good problem solving skills, adaptive, out of box thinking
• Masters / PhD in stats, machine learning, maths
Base Salary ($150 -$ 170k) + Guaranteed Bonus + Benefits
Contact: James.Kennedy@njfsearch.com