Quantitative Strategist | Multi-Strat Hedge Fund - Selby Jennings QRF
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I'm working with a rapidly growing systematic hedge fund in NYC that is looking to bring on algorithmic traders who have a successful track record in running automated trading strategies. The ideal candidate will be someone who has historically been successful trading medium and high-frequency systematic trading strategies across equities, futures and FX.Responsibilities: Systematic Discovery of alpha signals Research and development of sophisticated strategies at a medium to high frequency Back-testing of strategies and microstructure research within equities, futures and FX markets Incorporating machine learning techniques into systematic strategy research and development Collaboration with other team members and other groups in order to drive productivityThe ideal candidate should possess: 4-8 years of experience in medium to high-frequency systematic trading Strong research capabilities proven by a track record of success Exceptional programming skills (Python, R, C++, etc.) Ph.D. in a computational field Experience in applying ML techniques Ability to work with and manage a team