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Head of US Quantitative Development

Location: United States  > Manhattan  > All
Work type: Permanent
Salary: £400000 to £700000 Annual Salary
Reference Number:
HUQD
Contact Details:
james@winston-fox.co.uk
Profession: 
Company:
Winston Fox

Role

The Systematic Alpha Trading team is responsible for the creation and management of fully automated systematic investment strategies i.e. stat-arb, factor, momentum, alpha capture on Cash Equities and Volatility products. The group operates at the intersection of quantitative modelling, technology and portfolio management and is therefore highly interdisciplinary. As a senior member of this team, you will have exposure to the full systematic research and trading process, and have direct responsibility for ensuring new and existing alpha models are implemented, optimized and always running live in the markets. This mandate is far-reaching in terms of scope and not one dimensional, and the successful candidate will have responsibilities outside the scope of a typical Quantitative Analyst Developer. This team are responsible for the entire quantitative research framework, implementing and running systematic trading models, identifying and solving trading model issues, position management, adding/reducing capital, model optimisation, developing performance and data tools, working directly with Alpha researchers, Technology, Compliance, legal and operations teams to ensure the smooth running of all systematic trading (approx. $15b AuM)

 

Skills

  • Proven experience implementing, troubleshooting and optimizing live Quantitative Trading models
  • Hedge Fund, Asset Management or Proprietary experience is required - specialist non-bank liquidity provider experience also considered.
  • Exposure to full Electronic Trading and Research lifecycle, Equities
  • Strong programming expertise in Matlab or Python (production level code)
  • Experience with SQL (scripting, querying, data extraction etc)
  • Experience of working with large & complex data sets
  • Solid mathematics, probability and statistics knowledge with outstanding quantitative and analytical skills
  • Practical and creative approach to problem-solving
  • Superb communication skills with a demonstrated history of working with multidisciplined teams in a live production environment
  • Passion for financial markets and algorithmic trading
  • Graduate and ideally a postgraduate degree in a quantitative discipline from a highly regarded institution

 

Compensation

Total comp range: $400k-$700k

Benefits: full executive package

Other: 25 days vacation, collaborative, dynamic and high-tech culture


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