Quantitative Trader required for a Cross Asset / Multi-Strategy Systematic trading Hedge Fund based in New York

Quantitative Trader required for a Cross Asset / Multi-Strategy Systematic trading Hedge Fund based in New York with proven track records and Sharpe Ratio’s of 3+.

A world leading Quantitative Trading Hedge Fund based in New York looking to grow the business from a trading perspective.

The ever successful and profitable Fund is looking to hire experienced Quantitative Traders with a min on 3 years experience and a proven track record on cross asset systematic trading strategies.

The responsibilities would be to:

  • Research, develop and execute quantitative trading strategies and
  • Being responsible for PnL generation.
  • Researching and Developing Statistical/Volatility Arbitrage and Alpha generating signals for Intra-Day to Mid-Frequency Strategies.

This is a rare and opportunistic moment to join a successful Quantitative Trading business and work alongside some of the smartest and most talented individuals in the city.

For consideration please send your resume to jonathan@tylercap.com or katrina@tylercap.com –

You can also submit your profile by clicking here

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