Quantitative Portfolio Strategist

4 days ago


New York, New York, United States Kershner Trading Group Full time

About the Role:

Kershner Trading Group, a leading proprietary trading and technology firm, is seeking a skilled Quantitative Portfolio Strategist to join our team in New York. As a key member of our research environment, you will be responsible for developing new trading strategies and contributing to our collaborative research efforts.

Key Responsibilities:

  • Design and implement high-frequency trading strategies using advanced mathematical models and machine learning techniques.
  • Collaborate with our research team to develop new trading ideas and optimize existing strategies.
  • Work closely with our trading team to deploy and manage trading strategies from inception.
  • Stay up-to-date with market trends and regulatory changes, and adapt our strategies accordingly.

Requirements:

  • Master's or Ph.D. in Engineering or Pure Science discipline.
  • Expertise in alpha research, portfolio construction, risk management, and trade execution.
  • Proficiency in Python (preferred) and/or C++, C#, Java, or R.
  • Experience with futures, FX, and international equity trading is a plus.

What We Offer:

  • A collaborative research environment with access to rich datasets and cutting-edge technology.
  • Opportunities for professional growth and development in a dynamic and innovative company.
  • A competitive salary and benefits package.

How to Apply:

Interested candidates should submit their resume and a cover letter outlining their qualifications and experience. We look forward to hearing from you



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