Quantitative Portfolio Strategist
4 days ago
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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