Location: United States (New York – New York) Type: Permanent
Role:
Research, develop, and apply quantitative methods to identify alpha opportunities across assets and implementing systematic/high frequency trading strategies
Expand and optimize current and future trading opportunities including but limited to market-making, liquidity provision, market neutral, momentum trading, statistical arbitrage, and relative value
Evaluate current strategy components, researching and testing alphas to improve existing tools, and generate new trading ideas
Expand the Firm's overall quantitative capabilities and provide input on future strategic growth and development
Requirements
Bachelors/Masters/PhD in technical fields including Computer Science, Engineering, Math, Physics or similar field from a top tier University
Previous professional trading/investment experience at a top tier proprietary trading firm and/or quantitative hedge fund focusing on digital assets is required
Demonstrated track record of developing and implementing trading models in high frequency/low latency trading environments
Strong programming experience
Entrepreneurial and a self-starter who can work independently
Reference: AMC/AMO/DM104674
Apply for this vacancy
Your CV will be sent to the selected department. At no time will your CV be sent outside of Anson McCade without your authorisation.
