Quant Trader – CTA / Quant Macro / Systematic Futures recruitment
The North American head of quant trading at a tier-one Investment bank is looking for a quant strategist / trader to help expand the banks presence into systematic futures trading. The group currently specialises in quant L/S and Statistical Arbitrage but is looking at expanding into new products and markets next year. They have an excellent infrastructure with connectivity to all the major cash and futures exchanges but are now looking for a quant with experience in researching and developing alpha strategies to lead the build out. They group has a large commitment to capital and has been allocated headcount for several hires next year. The manager can give a great deal of clarity around payout, and would expect to pay the trader between 10 – 10% of PnL based on performance and strategy type (higher turnover with higher Sharpe will attract a higher payout).
The successful candidate must have at least three years experience at an investment bank or hedge fund researching CTA strategies (ideally a Sharpe ratio greater than 1.5). You must be proficient at coding in at least one language (preferably C++).
For more information please apply with an updated resume.